+0.8%
ROL vs RNG
+120.7%
-119.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.8% | -2.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.4% |
| 30D | -6.9% | +11.4% | -18.3% | -7.1% |
| 3M | -24.6% | +72.1% | -96.7% | -25.4% |
| 6M | -39.5% | +67.9% | -107.5% | -40.2% |
| YTD | -41.1% | +144.3% | -185.5% | -42.6% |
| 1Y | -37.9% | +117.5% | -155.5% | -39.3% |
| 3Y | +0.8% | +123.9% | -123.1% | -3.5% |
| All | +0.8% | +120.7% | -119.9% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling