-69.6%
RNG vs ALC
-16.6%
-53.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.0% |
| 7D | -0.8% | -3.7% | +2.8% | +1.9% |
| 30D | +11.4% | -3.7% | +15.1% | +14.3% |
| 3M | +72.1% | +4.6% | +67.5% | +66.0% |
| 6M | +67.9% | -14.6% | +82.5% | +85.2% |
| YTD | +144.3% | -11.9% | +156.2% | +161.7% |
| 1Y | +117.5% | -13.1% | +130.7% | +134.9% |
| 3Y | +123.9% | -15.0% | +138.9% | +130.2% |
| All | -69.6% | -16.6% | -53.0% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling