+588.9%
RVMD vs RNG
-68.4%
+657.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | -6.1% | +3.1% | -1.4% |
| 30D | -0.7% | +9.6% | -10.3% | -3.4% |
| 3M | +36.5% | +83.3% | -46.8% | +13.6% |
| 6M | +104.6% | +77.9% | +26.7% | +69.7% |
| YTD | +155.8% | +139.9% | +15.9% | +88.8% |
| 1Y | +340.7% | +121.7% | +219.0% | +230.3% |
| 3Y | +519.9% | +121.9% | +398.1% | +336.6% |
| All | +588.9% | -68.4% | +657.2% | +774.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling