+229.8%
EMR vs RNG
+309.1%
-79.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | 0.0% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | -3.5% | +11.4% | -14.9% | -4.8% |
| 3M | +9.8% | +72.1% | -62.3% | +2.7% |
| 6M | +10.8% | +67.9% | -57.2% | +3.1% |
| YTD | +15.9% | +144.3% | -128.4% | +2.1% |
| 1Y | +16.4% | +117.5% | -101.1% | +3.7% |
| 3Y | +62.1% | +123.9% | -61.8% | +40.9% |
| 5Y | +62.9% | -70.1% | +133.0% | +66.4% |
| 10Y | +267.8% | +215.9% | +51.9% | +151.2% |
| All | +229.8% | +309.1% | -79.3% | +116.7% |
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 2026-09-08: 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling