-68.6%
RNG vs ALK
-34.8%
-33.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | -11.3% | +9.0% | -20.4% | -14.8% |
| 30D | -5.7% | -1.6% | -4.0% | -5.7% |
| 3M | +16.8% | -23.2% | +40.0% | +28.7% |
| 6M | +58.5% | -3.9% | +62.3% | +54.8% |
| YTD | +151.3% | -22.6% | +173.9% | +162.9% |
| 1Y | +169.0% | -5.3% | +174.3% | +150.4% |
| 3Y | +156.9% | +18.6% | +138.3% | +70.0% |
| All | -68.6% | -34.8% | -33.8% | -69.4% |
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 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