+6.0%
LOW vs RNG
-70.1%
+76.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -2.6% | -9.6% | +7.0% | -1.2% |
| 30D | -11.1% | +8.8% | -20.0% | -12.3% |
| 3M | -8.5% | +78.6% | -87.1% | -16.5% |
| 6M | -20.8% | +70.3% | -91.1% | -28.1% |
| YTD | -17.2% | +140.3% | -157.6% | -29.8% |
| 1Y | -24.7% | +126.6% | -151.3% | -35.8% |
| 3Y | -9.7% | +120.2% | -130.0% | -25.1% |
| 5Y | +6.0% | -68.3% | +74.3% | -2.5% |
| All | +6.0% | -70.1% | +76.1% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling