+284.5%
ROIV vs RNG
-78.0%
+362.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.6% |
| 7D | +9.2% | +2.3% | +6.9% | +8.8% |
| 30D | +19.9% | -3.4% | +23.3% | +20.4% |
| 3M | +10.6% | +20.9% | -10.3% | +6.5% |
| 6M | +36.1% | +82.2% | -46.1% | +20.2% |
| YTD | +84.3% | +164.6% | -80.3% | +47.6% |
| 1Y | +87.6% | +177.0% | -89.4% | +48.7% |
| 3Y | +353.9% | +177.4% | +176.5% | +243.0% |
| 5Y | +376.1% | -72.3% | +448.4% | +330.6% |
| All | +284.5% | -78.0% | +362.5% | +259.2% |
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