+274.5%
IR vs RNG
+114.6%
+160.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -3.1% | -9.6% | +6.5% | -1.9% |
| 30D | -14.0% | +8.8% | -22.8% | -15.0% |
| 3M | +3.7% | +78.6% | -74.9% | -4.4% |
| 6M | -15.4% | +70.3% | -85.7% | -22.2% |
| YTD | -7.7% | +140.3% | -148.0% | -20.2% |
| 1Y | -8.8% | +126.6% | -135.4% | -20.7% |
| 3Y | +5.6% | +120.2% | -114.6% | -10.0% |
| 5Y | +34.3% | -68.3% | +102.6% | +33.9% |
| All | +274.5% | +114.6% | +160.0% | +198.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling