+190.3%
RNG vs ALC
+1.2%
+189.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.4% |
| 7D | +2.3% | -6.2% | +8.4% | +4.7% |
| 30D | -3.4% | +14.0% | -17.4% | -8.7% |
| 3M | +20.9% | -2.4% | +23.3% | +21.6% |
| 6M | +82.2% | +12.6% | +69.6% | +72.6% |
| YTD | +164.6% | -8.4% | +173.0% | +171.0% |
| 1Y | +177.0% | -9.1% | +186.1% | +184.4% |
| All | +190.3% | +1.2% | +189.1% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling