+141.7%
RNG vs URA
+17.2%
+124.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -3.9% |
| 7D | +5.8% | +1.1% | +4.7% | +5.8% |
| 30D | +19.6% | +7.4% | +12.2% | +19.8% |
| 3M | +67.0% | -8.4% | +75.4% | +68.9% |
| 6M | +88.4% | -12.7% | +101.1% | +90.9% |
| YTD | +155.5% | +7.8% | +147.7% | +153.1% |
| 1Y | +141.7% | +19.5% | +122.2% | +131.8% |
| All | +141.7% | +17.2% | +124.4% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling