+25.0%
V vs RNG
+177.2%
-152.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | -0.4% | +2.3% | -2.6% | -0.5% |
| 30D | +6.3% | -3.4% | +9.7% | +6.4% |
| 3M | +17.2% | +20.9% | -3.7% | +15.1% |
| 6M | +29.2% | +82.2% | -53.0% | +22.5% |
| YTD | +20.8% | +164.6% | -143.8% | +12.1% |
| 1Y | +25.0% | +177.0% | -152.0% | +13.2% |
| All | +25.0% | +177.2% | -152.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling