+305.4%
RNG vs ALK
+46.7%
+258.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.3% |
| 7D | +5.8% | -0.7% | +6.4% | +5.9% |
| 30D | +19.6% | -19.2% | +38.8% | +25.9% |
| 3M | +67.0% | -1.5% | +68.5% | +66.1% |
| 6M | +88.4% | -13.1% | +101.4% | +90.6% |
| YTD | +155.5% | -16.4% | +171.9% | +159.6% |
| 1Y | +141.7% | -33.1% | +174.7% | +159.4% |
| 3Y | +131.1% | +0.6% | +130.5% | +115.6% |
| 5Y | -70.6% | -26.4% | -44.2% | -70.6% |
| 10Y | +228.2% | -34.2% | +262.4% | +227.3% |
| All | +305.4% | +46.7% | +258.7% | +218.2% |
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