+185.3%
RNG vs ALM
+44.8%
+140.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -9.6% | -6.4% | -3.2% | -9.8% |
| 30D | -1.4% | -35.0% | +33.6% | -3.4% |
| 3M | +28.8% | -33.8% | +62.6% | +26.8% |
| 6M | +65.6% | -55.0% | +120.6% | +63.7% |
| YTD | +171.4% | -0.2% | +171.6% | +171.3% |
| 1Y | +185.3% | +41.8% | +143.5% | +183.7% |
| All | +185.3% | +44.8% | +140.5% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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