+185.3%
RNG vs ALK
-1.1%
+186.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -0.7% |
| 7D | -9.6% | +12.4% | -22.0% | -10.2% |
| 30D | -1.4% | +2.1% | -3.5% | -1.3% |
| 3M | +28.8% | -23.9% | +52.6% | +31.5% |
| 6M | +65.6% | +8.2% | +57.4% | +65.1% |
| YTD | +171.4% | -20.5% | +191.9% | +180.3% |
| 1Y | +185.3% | -1.0% | +186.4% | +182.7% |
| All | +185.3% | -1.1% | +186.4% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling