-68.6%
RNG vs VICR
+57.6%
-126.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | -2.3% |
| 7D | -6.1% | +5.0% | -11.1% | -7.2% |
| 30D | +9.6% | -12.5% | +22.1% | +11.6% |
| 3M | +83.3% | -33.6% | +116.9% | +92.2% |
| 6M | +77.9% | +10.7% | +67.3% | +55.7% |
| YTD | +139.9% | +80.6% | +59.3% | +80.5% |
| 1Y | +121.7% | +288.4% | -166.7% | +31.2% |
| 3Y | +121.9% | +213.8% | -91.9% | +24.8% |
| All | -68.6% | +57.6% | -126.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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