-36.7%
AUR vs RNG
-73.3%
+36.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.3% |
| 7D | +0.2% | -9.6% | +9.7% | +4.2% |
| 30D | -8.9% | +8.8% | -17.7% | -12.5% |
| 3M | +4.6% | +78.6% | -74.0% | -20.7% |
| 6M | +44.9% | +70.3% | -25.4% | +9.0% |
| YTD | +64.8% | +140.3% | -75.5% | +0.1% |
| 1Y | +16.4% | +126.6% | -110.2% | -27.7% |
| 3Y | +85.1% | +120.2% | -35.1% | +11.1% |
| 5Y | -36.1% | -68.3% | +32.2% | -35.4% |
| All | -36.7% | -73.3% | +36.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling