-14.4%
RUN vs RNG
+261.9%
-276.3%
-94.1%
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 | +3.7% | -4.4% | +8.1% | +5.4% |
| 7D | +10.2% | -0.8% | +11.0% | +10.3% |
| 30D | -9.6% | +11.4% | -21.0% | -13.9% |
| 3M | -31.5% | +72.1% | -103.6% | -46.7% |
| 6M | -18.7% | +67.9% | -86.6% | -38.5% |
| YTD | -49.9% | +144.3% | -194.2% | -68.8% |
| 1Y | -45.5% | +117.5% | -163.0% | -64.5% |
| 3Y | -34.1% | +123.9% | -158.0% | -59.9% |
| 5Y | -79.4% | -70.1% | -9.3% | -75.5% |
| 10Y | +48.9% | +215.9% | -166.9% | -7.2% |
| All | -14.4% | +261.9% | -276.3% | -49.1% |
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