+156.9%
RNG vs ABCL
+156.0%
+0.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.7% | -9.6% | -3.7% |
| 7D | -11.3% | -3.2% | -8.2% | -11.1% |
| 30D | -5.7% | -7.4% | +1.7% | -5.0% |
| 3M | +16.8% | +81.9% | -65.2% | +6.7% |
| 6M | +58.5% | +135.7% | -77.3% | +37.8% |
| YTD | +151.3% | +247.4% | -96.1% | +103.5% |
| 1Y | +169.0% | +162.3% | +6.8% | +126.8% |
| 3Y | +156.9% | +165.5% | -8.6% | +94.6% |
| All | +156.9% | +156.0% | +0.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling