-28.6%
RNG vs ALC
+24.0%
-52.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.7% |
| 7D | +5.8% | -2.1% | +7.9% | +7.1% |
| 30D | +19.6% | -0.1% | +19.7% | +19.5% |
| 3M | +67.0% | +5.9% | +61.1% | +61.2% |
| 6M | +88.4% | -15.9% | +104.3% | +105.3% |
| YTD | +155.5% | -10.1% | +165.6% | +167.2% |
| 1Y | +141.7% | -10.2% | +151.9% | +152.5% |
| 3Y | +131.1% | -13.6% | +144.6% | +139.4% |
| 5Y | -70.6% | -15.1% | -55.4% | -70.4% |
| All | -28.6% | +24.0% | -52.6% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling