+291.1%
ROIV vs RNG
-78.9%
+369.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.4% |
| 7D | +13.3% | -6.2% | +19.5% | +14.5% |
| 30D | +14.8% | -8.0% | +22.8% | +16.1% |
| 3M | +11.9% | +15.7% | -3.8% | +8.5% |
| 6M | +42.4% | +60.3% | -17.9% | +28.6% |
| YTD | +87.4% | +153.8% | -66.4% | +51.2% |
| 1Y | +97.2% | +172.2% | -74.9% | +56.6% |
| 3Y | +375.7% | +174.8% | +200.9% | +259.3% |
| 5Y | +379.0% | -68.6% | +447.7% | +338.2% |
| All | +291.1% | -78.9% | +369.9% | +267.8% |
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 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