+317.2%
RNG vs VO
+292.1%
+25.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +4.6% | +3.1% | +1.5% | +0.2% |
| 30D | +0.4% | +2.2% | -1.8% | -2.5% |
| 3M | +11.4% | -2.5% | +13.9% | +15.3% |
| 6M | +95.7% | +7.0% | +88.7% | +78.2% |
| YTD | +162.9% | +14.0% | +148.9% | +119.7% |
| 1Y | +180.3% | +15.6% | +164.6% | +129.4% |
| 3Y | +188.3% | +66.2% | +122.2% | +46.9% |
| 5Y | -72.5% | +36.6% | -109.1% | -80.4% |
| 10Y | +236.7% | +199.0% | +37.7% | -5.8% |
| All | +317.2% | +292.1% | +25.1% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling