+273.8%
ROIV vs RNG
-79.1%
+352.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.0% | +6.6% |
| 7D | +5.3% | -11.3% | +16.7% | +7.4% |
| 30D | +11.9% | -5.7% | +17.6% | +12.7% |
| 3M | +10.7% | +16.8% | -6.1% | +7.1% |
| 6M | +34.9% | +58.5% | -23.6% | +22.0% |
| YTD | +79.2% | +151.3% | -72.1% | +44.7% |
| 1Y | +89.0% | +169.0% | -80.0% | +50.4% |
| 3Y | +337.3% | +156.9% | +180.4% | +235.1% |
| 5Y | +402.3% | -69.0% | +471.3% | +360.2% |
| All | +273.8% | -79.1% | +352.9% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling