+618.6%
RVMD vs RNG
-70.1%
+688.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.7% | -4.1% | +3.3% | +0.3% |
| 30D | +0.3% | +8.6% | -8.3% | -2.1% |
| 3M | +38.9% | +78.0% | -39.1% | +16.6% |
| 6M | +108.1% | +67.0% | +41.1% | +75.8% |
| YTD | +160.7% | +142.4% | +18.3% | +92.7% |
| 1Y | +407.3% | +120.4% | +286.8% | +282.6% |
| 3Y | +546.6% | +122.1% | +424.5% | +360.0% |
| 5Y | +579.8% | -69.8% | +649.7% | +694.9% |
| All | +618.6% | -70.1% | +688.7% | +825.2% |
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