+305.4%
RNG vs VO
+292.7%
+12.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.6% |
| 7D | +5.8% | -0.3% | +6.0% | +6.2% |
| 30D | +19.6% | -0.3% | +20.0% | +20.2% |
| 3M | +67.0% | +2.9% | +64.1% | +60.6% |
| 6M | +88.4% | +9.3% | +79.0% | +65.8% |
| YTD | +155.5% | +14.2% | +141.3% | +113.0% |
| 1Y | +141.7% | +15.3% | +126.4% | +99.2% |
| 3Y | +131.1% | +56.2% | +74.8% | +28.8% |
| 5Y | -70.6% | +42.4% | -113.0% | -80.0% |
| 10Y | +228.2% | +194.7% | +33.5% | -6.3% |
| All | +305.4% | +292.7% | +12.7% | -18.8% |
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