-72.3%
RNG vs URA
+28.3%
-100.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.4% |
| 7D | +2.3% | +4.5% | -2.2% | +0.4% |
| 30D | -3.4% | -13.4% | +10.0% | +1.6% |
| 3M | +20.9% | -28.4% | +49.3% | +35.1% |
| 6M | +82.2% | -40.5% | +122.7% | +115.7% |
| YTD | +164.6% | -24.3% | +188.9% | +168.9% |
| 1Y | +177.0% | -28.8% | +205.8% | +187.9% |
| 3Y | +177.4% | +37.6% | +139.8% | +76.1% |
| 5Y | -72.3% | +30.7% | -103.0% | -83.4% |
| All | -72.3% | +28.3% | -100.6% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling