-70.2%
SKUU vs RNG
+85.6%
-155.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.4% | -4.7% | -22.7% | -29.1% |
| 7D | -44.2% | -11.2% | -33.0% | -47.5% |
| 30D | -58.1% | -3.8% | -54.3% | -59.2% |
| 3M | -44.3% | +21.1% | -65.5% | -31.0% |
| All | -70.2% | +85.6% | -155.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · Available span rolling