+197.3%
ROIV vs RNG
+120.2%
+77.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | +19.0% | -9.6% | +28.6% | +19.0% |
| 30D | +16.1% | +8.8% | +7.3% | +15.8% |
| 3M | +44.1% | +78.6% | -34.5% | +41.5% |
| 6M | +37.8% | +70.3% | -32.4% | +35.1% |
| YTD | +88.7% | +140.3% | -51.7% | +77.0% |
| 1Y | +197.3% | +126.6% | +70.7% | +183.7% |
| All | +197.3% | +120.2% | +77.1% | +183.7% |
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