-100.0%
VIVK vs RNG
+119.8%
-219.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -4.4% | -6.1% | +1.7% | -3.2% |
| 30D | -40.8% | +9.6% | -50.4% | -41.9% |
| 3M | -94.1% | +83.3% | -177.5% | -94.9% |
| 6M | -98.2% | +77.9% | -176.1% | -98.4% |
| YTD | -98.0% | +139.9% | -237.9% | -98.3% |
| 1Y | -100.0% | +121.7% | -221.6% | -100.0% |
| 3Y | -100.0% | +121.9% | -221.9% | -100.0% |
| All | -100.0% | +119.8% | -219.7% | -100.0% |
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