+141.7%
RNG vs RVTY
+57.1%
+84.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | +19.6% | +13.2% | +6.4% | +16.4% |
| 3M | +67.0% | +27.2% | +39.8% | +56.1% |
| 6M | +88.4% | +32.4% | +56.0% | +72.6% |
| YTD | +155.5% | +34.9% | +120.6% | +132.1% |
| 1Y | +141.7% | +52.4% | +89.3% | +110.0% |
| All | +141.7% | +57.1% | +84.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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