+445.3%
ROL vs RNG
+327.7%
+117.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.8% |
| 7D | -1.4% | +5.8% | -7.2% | -2.0% |
| 30D | -4.1% | +19.6% | -23.7% | -5.7% |
| 3M | -22.5% | +67.0% | -89.5% | -26.5% |
| 6M | -37.7% | +88.4% | -126.0% | -41.9% |
| YTD | -39.6% | +155.5% | -195.1% | -45.9% |
| 1Y | -36.0% | +141.7% | -177.7% | -42.6% |
| 3Y | -5.1% | +131.1% | -136.2% | -16.7% |
| 5Y | -3.4% | -70.6% | +67.2% | +5.3% |
| 10Y | +215.2% | +228.2% | -13.0% | +143.6% |
| All | +445.3% | +327.7% | +117.6% | +305.3% |
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 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