+215.5%
RNG vs VO
+197.9%
+17.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | +0.4% |
| 7D | -9.6% | -2.5% | -7.1% | -6.4% |
| 30D | +8.8% | -3.2% | +12.0% | +13.9% |
| 3M | +78.6% | +3.9% | +74.7% | +69.5% |
| 6M | +70.3% | +9.6% | +60.6% | +49.5% |
| YTD | +140.3% | +11.6% | +128.8% | +106.8% |
| 1Y | +126.6% | +12.6% | +114.0% | +92.8% |
| 3Y | +120.2% | +55.4% | +64.8% | +23.6% |
| 5Y | -68.3% | +41.8% | -110.1% | -78.5% |
| All | +215.5% | +197.9% | +17.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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