+206.6%
ROL vs RNG
+222.9%
-16.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -3.2% | -6.1% | +2.9% | -2.6% |
| 30D | -4.9% | +9.6% | -14.5% | -5.7% |
| 3M | -25.8% | +83.3% | -109.2% | -30.1% |
| 6M | -37.6% | +77.9% | -115.5% | -41.4% |
| YTD | -41.5% | +139.9% | -181.4% | -47.1% |
| 1Y | -39.5% | +121.7% | -161.1% | -45.0% |
| 3Y | +0.1% | +121.9% | -121.7% | -11.4% |
| 5Y | -4.6% | -68.4% | +63.8% | +4.7% |
| All | +206.6% | +222.9% | -16.3% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling