+281.4%
RNG vs VICR
+2,014.6%
-1,733.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.2% |
| 7D | -9.6% | -0.4% | -9.2% | -9.6% |
| 30D | +8.8% | -15.6% | +24.4% | +11.9% |
| 3M | +78.6% | -35.4% | +114.0% | +88.8% |
| 6M | +70.3% | +1.3% | +69.0% | +52.3% |
| YTD | +140.3% | +62.5% | +77.9% | +86.6% |
| 1Y | +126.6% | +255.5% | -128.9% | +39.1% |
| 3Y | +120.2% | +182.0% | -61.8% | +29.6% |
| 5Y | -68.3% | +42.9% | -111.2% | -79.7% |
| 10Y | +220.6% | +1,494.0% | -1,273.4% | +2.4% |
| All | +281.4% | +2,014.6% | -1,733.2% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling