+519.9%
RVMD vs RNG
+119.8%
+400.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.0% | -6.1% | +3.1% | -1.9% |
| 30D | -0.7% | +9.6% | -10.3% | -2.5% |
| 3M | +36.5% | +83.3% | -46.8% | +20.0% |
| 6M | +104.6% | +77.9% | +26.7% | +78.6% |
| YTD | +155.8% | +139.9% | +15.9% | +106.6% |
| 1Y | +340.7% | +121.7% | +219.0% | +260.9% |
| 3Y | +519.9% | +121.9% | +398.1% | +323.3% |
| All | +519.9% | +119.8% | +400.2% | +323.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling