-26.3%
LOW vs RNG
+128.1%
-154.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.7% | -6.1% | +2.4% | -3.4% |
| 30D | -8.9% | +9.6% | -18.5% | -9.4% |
| 3M | -10.4% | +83.3% | -93.7% | -13.0% |
| 6M | -19.4% | +77.9% | -97.3% | -22.3% |
| YTD | -17.1% | +139.9% | -157.0% | -21.9% |
| 1Y | -26.3% | +121.7% | -147.9% | -31.9% |
| All | -26.3% | +128.1% | -154.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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