+123.9%
RNG vs URA
+121.0%
+2.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.8% |
| 7D | -0.8% | +8.1% | -8.9% | -1.9% |
| 30D | +11.4% | +5.8% | +5.6% | +10.4% |
| 3M | +72.1% | +3.4% | +68.6% | +71.0% |
| 6M | +67.9% | -2.6% | +70.6% | +67.2% |
| YTD | +144.3% | +11.2% | +133.2% | +132.4% |
| 1Y | +117.5% | +19.8% | +97.7% | +99.4% |
| 3Y | +123.9% | +121.5% | +2.4% | +64.2% |
| All | +123.9% | +121.0% | +2.9% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling