+315.5%
RNG vs ALK
+43.2%
+272.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.7% |
| 7D | -3.5% | +2.6% | -6.1% | -4.2% |
| 30D | -3.8% | +7.8% | -11.6% | -6.0% |
| 3M | +18.6% | -15.2% | +33.8% | +22.7% |
| 6M | +69.2% | +5.0% | +64.2% | +63.7% |
| YTD | +161.9% | -18.4% | +180.3% | +166.3% |
| 1Y | +176.2% | -2.4% | +178.6% | +166.6% |
| 3Y | +174.5% | +19.8% | +154.8% | +143.6% |
| 5Y | -71.9% | -27.8% | -44.1% | -71.9% |
| 10Y | +235.4% | -42.0% | +277.3% | +247.0% |
| All | +315.5% | +43.2% | +272.3% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling