-69.8%
RNG vs RVTY
-34.2%
-35.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.7% |
| 7D | -4.1% | -5.4% | +1.4% | -0.9% |
| 30D | +8.6% | +6.7% | +1.9% | +4.3% |
| 3M | +78.0% | +19.0% | +59.0% | +57.7% |
| 6M | +67.0% | +34.6% | +32.4% | +34.3% |
| YTD | +142.4% | +28.3% | +114.2% | +99.6% |
| 1Y | +120.4% | +46.0% | +74.4% | +64.3% |
| 3Y | +122.1% | +16.9% | +105.2% | +78.7% |
| 5Y | -69.8% | -32.9% | -36.9% | -63.2% |
| All | -69.8% | -34.2% | -35.6% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling