+305.4%
RNG vs RVTY
+261.5%
+43.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.7% |
| 7D | +5.8% | +1.1% | +4.7% | +5.0% |
| 30D | +19.6% | +13.2% | +6.4% | +10.4% |
| 3M | +67.0% | +27.2% | +39.8% | +40.6% |
| 6M | +88.4% | +32.4% | +56.0% | +51.5% |
| YTD | +155.5% | +34.9% | +120.6% | +102.1% |
| 1Y | +141.7% | +52.4% | +89.3% | +74.2% |
| 3Y | +131.1% | +12.3% | +118.8% | +92.6% |
| 5Y | -70.6% | -30.8% | -39.8% | -65.1% |
| 10Y | +228.2% | +150.7% | +77.5% | +41.4% |
| All | +305.4% | +261.5% | +43.9% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling