+441.3%
LOW vs RNG
+327.7%
+113.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.9% |
| 7D | -1.7% | +5.8% | -7.5% | -2.7% |
| 30D | -7.0% | +19.6% | -26.7% | -9.8% |
| 3M | -0.9% | +67.0% | -67.9% | -9.5% |
| 6M | -20.1% | +88.4% | -108.4% | -29.3% |
| YTD | -13.9% | +155.5% | -169.4% | -28.6% |
| 1Y | -21.1% | +141.7% | -162.8% | -34.3% |
| 3Y | -6.6% | +131.1% | -137.7% | -24.1% |
| 5Y | +9.4% | -70.6% | +79.9% | +15.3% |
| 10Y | +220.5% | +228.2% | -7.7% | +125.7% |
| All | +441.3% | +327.7% | +113.6% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling