+305.4%
RNG vs ALM
+722.1%
-416.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.9% |
| 7D | +5.8% | -2.6% | +8.4% | +5.8% |
| 30D | +19.6% | +32.0% | -12.4% | +19.6% |
| 3M | +67.0% | -15.0% | +82.1% | +67.3% |
| 6M | +88.4% | -10.1% | +98.5% | +88.5% |
| YTD | +155.5% | +99.4% | +56.1% | +154.3% |
| 1Y | +141.7% | +316.4% | -174.7% | +139.4% |
| 3Y | +131.1% | +2,022.0% | -1,890.9% | +128.6% |
| 5Y | -70.6% | +941.2% | -1,011.8% | -71.0% |
| 10Y | +228.2% | +2,950.3% | -2,722.1% | +245.6% |
| All | +305.4% | +722.1% | -416.7% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling