+223.4%
RNG vs ALK
-39.2%
+262.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.1% | -3.0% | -1.1% | -3.4% |
| 30D | +8.6% | -14.6% | +23.2% | +12.7% |
| 3M | +78.0% | -10.6% | +88.5% | +81.5% |
| 6M | +67.0% | -6.7% | +73.7% | +66.3% |
| YTD | +142.4% | -19.8% | +162.2% | +148.8% |
| 1Y | +120.4% | -35.2% | +155.7% | +137.8% |
| 3Y | +122.1% | +1.4% | +120.7% | +108.0% |
| 5Y | -69.8% | -30.7% | -39.2% | -69.8% |
| 10Y | +223.4% | -37.4% | +260.8% | +242.9% |
| All | +223.4% | -39.2% | +262.6% | +242.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling