+305.4%
RNG vs URA
+123.9%
+181.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.4% |
| 30D | +19.6% | +7.4% | +12.2% | +16.5% |
| 3M | +67.0% | -8.4% | +75.4% | +69.7% |
| 6M | +88.4% | -12.7% | +101.1% | +91.3% |
| YTD | +155.5% | +7.8% | +147.7% | +135.7% |
| 1Y | +141.7% | +19.5% | +122.2% | +109.9% |
| 3Y | +131.1% | +116.4% | +14.7% | +50.0% |
| 5Y | -70.6% | +134.3% | -204.9% | -81.9% |
| 10Y | +228.2% | +359.3% | -131.0% | +42.6% |
| All | +305.4% | +123.9% | +181.5% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling