+81.3%
D vs RNG
+327.7%
-246.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | +1.5% | +5.8% | -4.3% | +1.2% |
| 30D | -2.6% | +19.6% | -22.2% | -3.4% |
| 3M | 0.0% | +67.0% | -67.0% | -2.5% |
| 6M | +7.4% | +88.4% | -81.0% | +3.7% |
| YTD | +15.9% | +155.5% | -139.6% | +9.7% |
| 1Y | +18.1% | +141.7% | -123.6% | +12.0% |
| 3Y | +58.4% | +131.1% | -72.7% | +48.4% |
| 5Y | +5.2% | -70.6% | +75.8% | +7.0% |
| 10Y | +35.9% | +228.2% | -192.4% | +26.0% |
| All | +81.3% | +327.7% | -246.4% | +68.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling