+431.6%
LOW vs RNG
+309.1%
+122.5%
-48.6%
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 | -1.8% | -4.4% | +2.6% | -1.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -10.1% | +11.4% | -21.5% | -11.8% |
| 3M | -2.9% | +72.1% | -74.9% | -11.7% |
| 6M | -19.4% | +67.9% | -87.3% | -27.3% |
| YTD | -15.4% | +144.3% | -159.8% | -29.4% |
| 1Y | -24.9% | +117.5% | -142.5% | -36.3% |
| 3Y | -7.8% | +123.9% | -131.7% | -24.7% |
| 5Y | +8.4% | -70.1% | +78.5% | +13.9% |
| 10Y | +226.8% | +215.9% | +10.9% | +131.6% |
| All | +431.6% | +309.1% | +122.5% | +266.5% |
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