-37.8%
ROL vs RNG
+120.2%
-158.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -3.2% | -9.6% | +6.4% | -3.2% |
| 30D | -6.6% | +8.8% | -15.4% | -6.6% |
| 3M | -27.3% | +78.6% | -105.9% | -27.1% |
| 6M | -38.1% | +70.3% | -108.4% | -38.0% |
| YTD | -41.8% | +140.3% | -182.1% | -41.9% |
| 1Y | -37.8% | +126.6% | -164.4% | -37.5% |
| All | -37.8% | +120.2% | -158.0% | -37.5% |
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 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