+122.3%
RNG vs VO
+54.6%
+67.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | +0.5% |
| 7D | -9.6% | -2.5% | -7.1% | -6.1% |
| 30D | +8.8% | -3.2% | +12.0% | +14.4% |
| 3M | +78.6% | +3.9% | +74.7% | +68.6% |
| 6M | +70.3% | +9.6% | +60.6% | +47.2% |
| YTD | +140.3% | +11.6% | +128.8% | +103.2% |
| 1Y | +126.6% | +12.6% | +114.0% | +89.0% |
| All | +122.3% | +54.6% | +67.6% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling