-68.0%
RNG vs VO
+41.5%
-109.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.8% |
| 7D | -4.1% | -0.6% | -3.5% | -2.9% |
| 30D | +8.6% | -1.9% | +10.6% | +12.7% |
| 3M | +78.0% | +3.3% | +74.7% | +67.4% |
| 6M | +67.0% | +9.7% | +57.3% | +39.0% |
| YTD | +142.4% | +12.6% | +129.8% | +92.5% |
| 1Y | +120.4% | +13.6% | +106.8% | +71.9% |
| 3Y | +122.1% | +56.8% | +65.3% | -10.3% |
| All | -68.0% | +41.5% | -109.5% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling