+172.5%
RNG vs ALK
-5.3%
+177.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -6.0% | +12.9% | -19.0% | -6.7% |
| 30D | -7.4% | +5.5% | -12.9% | -7.5% |
| 3M | +14.6% | -12.1% | +26.7% | +16.0% |
| 6M | +61.5% | +1.7% | +59.8% | +62.1% |
| YTD | +155.7% | -17.4% | +173.1% | +164.2% |
| 1Y | +172.5% | -1.9% | +174.4% | +170.7% |
| All | +172.5% | -5.3% | +177.7% | +170.7% |
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