-78.7%
RNG vs ABCL
-80.4%
+1.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +3.3% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | -3.8% | -5.4% | +1.7% | -3.0% |
| 3M | +18.6% | +22.4% | -3.9% | +11.7% |
| 6M | +69.2% | +127.6% | -58.4% | +33.9% |
| YTD | +161.9% | +249.4% | -87.5% | +83.1% |
| 1Y | +176.2% | +198.0% | -21.8% | +100.0% |
| 3Y | +174.5% | +195.8% | -21.3% | +77.6% |
| 5Y | -71.9% | -20.6% | -51.3% | -76.0% |
| All | -78.7% | -80.4% | +1.7% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling