-70.1%
RNG vs ALK
-28.9%
-41.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +11.4% | -18.5% | +29.8% | +20.7% |
| 3M | +72.1% | -3.6% | +75.6% | +71.3% |
| 6M | +67.9% | -3.7% | +71.6% | +63.0% |
| YTD | +144.3% | -19.0% | +163.3% | +153.0% |
| 1Y | +117.5% | -36.0% | +153.6% | +152.0% |
| 3Y | +123.9% | +2.3% | +121.5% | +75.2% |
| 5Y | -70.1% | -27.8% | -42.3% | -72.8% |
| All | -70.1% | -28.9% | -41.2% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling