+122.3%
RNG vs UUUU
+83.7%
+38.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.5% | -0.7% |
| 7D | -9.6% | -5.0% | -4.6% | -9.5% |
| 30D | +8.8% | -7.8% | +16.6% | +8.9% |
| 3M | +78.6% | -0.4% | +79.1% | +78.6% |
| 6M | +70.3% | -32.9% | +103.2% | +72.1% |
| YTD | +140.3% | -6.3% | +146.6% | +134.2% |
| 1Y | +126.6% | +7.9% | +118.7% | +114.4% |
| All | +122.3% | +83.7% | +38.6% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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