+201.3%
RNG vs INVH
+75.4%
+125.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -3.0% | -3.1% | -4.4% |
| 30D | +9.6% | -7.5% | +17.1% | +14.8% |
| 3M | +83.3% | -5.5% | +88.9% | +90.2% |
| 6M | +77.9% | +11.7% | +66.2% | +65.6% |
| YTD | +139.9% | +1.3% | +138.6% | +135.4% |
| 1Y | +121.7% | -6.1% | +127.7% | +127.0% |
| 3Y | +121.9% | -9.8% | +131.6% | +128.8% |
| 5Y | -68.4% | -19.7% | -48.7% | -64.8% |
| All | +201.3% | +75.4% | +125.9% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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