+177.9%
ROIV vs RNG
+144.7%
+33.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.6% |
| 7D | +0.6% | +5.8% | -5.1% | +0.5% |
| 30D | +1.0% | +19.6% | -18.7% | +0.7% |
| 3M | +18.3% | +67.0% | -48.7% | +17.0% |
| 6M | +18.3% | +88.4% | -70.0% | +16.0% |
| YTD | +61.0% | +155.5% | -94.5% | +51.7% |
| 1Y | +177.9% | +141.7% | +36.2% | +164.7% |
| All | +177.9% | +144.7% | +33.2% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling