+129.5%
RNG vs WOLF
+60.4%
+69.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.2% | -4.2% |
| 7D | -0.8% | +9.8% | -10.6% | -0.2% |
| 30D | +11.4% | -12.1% | +23.5% | +10.8% |
| 3M | +72.1% | -47.9% | +120.0% | +71.8% |
| 6M | +67.9% | +74.3% | -6.4% | +66.2% |
| YTD | +144.3% | +65.9% | +78.5% | +139.9% |
| All | +129.5% | +60.4% | +69.0% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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