+180.3%
RNG vs ALM
+19.0%
+161.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.4% |
| 7D | +4.6% | +1.2% | +3.4% | +4.7% |
| 30D | +0.4% | -19.3% | +19.8% | -0.4% |
| 3M | +11.4% | -40.6% | +52.1% | +9.3% |
| 6M | +95.7% | -57.9% | +153.6% | +92.7% |
| YTD | +162.9% | -6.7% | +169.6% | +162.3% |
| 1Y | +180.3% | +20.2% | +160.1% | +183.1% |
| All | +180.3% | +19.0% | +161.3% | +183.1% |
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