+215.5%
RNG vs RVTY
+139.0%
+76.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.5% |
| 7D | -9.6% | -7.4% | -2.2% | -5.3% |
| 30D | +8.8% | +4.5% | +4.3% | +5.7% |
| 3M | +78.6% | +19.5% | +59.1% | +57.5% |
| 6M | +70.3% | +34.1% | +36.2% | +37.0% |
| YTD | +140.3% | +25.3% | +115.1% | +100.6% |
| 1Y | +126.6% | +47.0% | +79.6% | +68.5% |
| 3Y | +120.2% | +14.1% | +106.1% | +81.4% |
| 5Y | -68.3% | -34.6% | -33.7% | -61.3% |
| All | +215.5% | +139.0% | +76.5% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling