+126.6%
RNG vs ALK
-35.4%
+162.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | -9.6% | -3.1% | -6.5% | -9.3% |
| 30D | +8.8% | -17.1% | +25.9% | +10.7% |
| 3M | +78.6% | -3.8% | +82.4% | +79.8% |
| 6M | +70.3% | -5.3% | +75.5% | +70.9% |
| YTD | +140.3% | -20.3% | +160.6% | +148.5% |
| 1Y | +126.6% | -36.0% | +162.6% | +115.4% |
| All | +126.6% | -35.4% | +162.0% | +115.4% |
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