-32.8%
RNG vs ALC
+17.1%
-49.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.7% |
| 7D | -9.6% | -7.7% | -1.9% | -5.4% |
| 30D | +8.8% | -11.7% | +20.5% | +16.6% |
| 3M | +78.6% | +0.7% | +78.0% | +77.6% |
| 6M | +70.3% | -17.1% | +87.4% | +87.0% |
| YTD | +140.3% | -15.1% | +155.5% | +159.6% |
| 1Y | +126.6% | -14.1% | +140.7% | +142.5% |
| 3Y | +120.2% | -18.2% | +138.4% | +135.3% |
| 5Y | -68.3% | -19.2% | -49.1% | -67.2% |
| All | -32.8% | +17.1% | -49.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling