+225.9%
VIK vs RNG
+136.2%
+89.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -0.8% | -4.1% | +3.2% | -0.3% |
| 30D | -18.0% | +8.6% | -26.7% | -19.1% |
| 3M | -5.8% | +78.0% | -83.8% | -13.7% |
| 6M | +17.2% | +67.0% | -49.9% | +7.1% |
| YTD | +19.1% | +142.4% | -123.3% | -0.8% |
| 1Y | +33.6% | +120.4% | -86.8% | +13.3% |
| All | +225.9% | +136.2% | +89.7% | +163.6% |
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