-68.0%
RNG vs URA
+131.0%
-199.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -4.1% | +5.7% | -9.8% | -5.8% |
| 30D | +8.6% | +5.6% | +3.1% | +6.3% |
| 3M | +78.0% | +6.2% | +71.8% | +71.9% |
| 6M | +67.0% | -8.2% | +75.3% | +67.1% |
| YTD | +142.4% | +9.7% | +132.8% | +119.6% |
| 1Y | +120.4% | +17.0% | +103.5% | +88.6% |
| 3Y | +122.1% | +118.5% | +3.7% | +27.2% |
| All | -68.0% | +131.0% | -199.0% | -83.2% |
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 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