+92.1%
ROIV vs RNG
+169.5%
-77.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.6% |
| 7D | +13.3% | -6.2% | +19.5% | +13.3% |
| 30D | +14.8% | -8.0% | +22.8% | +14.7% |
| 3M | +11.9% | +15.7% | -3.8% | +11.8% |
| 6M | +42.4% | +60.3% | -17.9% | +41.4% |
| YTD | +87.4% | +153.8% | -66.4% | +72.9% |
| All | +92.1% | +169.5% | -77.4% | +79.9% |
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