-69.8%
RNG vs ALM
+958.0%
-1,027.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -4.1% | +3.6% | -7.7% | -4.2% |
| 30D | +8.6% | +33.8% | -25.2% | +7.6% |
| 3M | +78.0% | +14.8% | +63.2% | +76.8% |
| 6M | +67.0% | -7.0% | +74.0% | +66.4% |
| YTD | +142.4% | +108.1% | +34.4% | +131.4% |
| 1Y | +120.4% | +313.8% | -193.3% | +101.8% |
| 3Y | +122.1% | +2,227.6% | -2,105.5% | +76.5% |
| 5Y | -69.8% | +956.6% | -1,026.5% | -75.8% |
| All | -69.8% | +958.0% | -1,027.9% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling