+298.8%
ROIV vs RNG
-79.7%
+378.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.4% | +23.1% | +19.5% |
| 7D | +20.2% | -0.8% | +21.0% | +20.1% |
| 30D | +14.1% | +11.4% | +2.7% | +11.7% |
| 3M | +45.6% | +72.1% | -26.5% | +30.8% |
| 6M | +44.1% | +67.9% | -23.8% | +28.6% |
| YTD | +91.2% | +144.3% | -53.2% | +55.7% |
| 1Y | +221.3% | +117.5% | +103.8% | +166.6% |
| 3Y | +229.2% | +123.9% | +105.3% | +159.7% |
| 5Y | +316.5% | -70.1% | +386.6% | +284.8% |
| All | +298.8% | -79.7% | +378.5% | +278.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling