-99.9%
SPXU vs RNG
+305.9%
-405.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.1% |
| 7D | +1.3% | -4.1% | +5.3% | -0.2% |
| 30D | +5.1% | +8.6% | -3.5% | +9.2% |
| 3M | -9.1% | +78.0% | -87.1% | +16.7% |
| 6M | -29.6% | +67.0% | -96.6% | -10.2% |
| YTD | -27.7% | +142.4% | -170.1% | +11.0% |
| 1Y | -37.0% | +120.4% | -157.4% | -5.9% |
| 3Y | -80.2% | +122.1% | -202.3% | -65.1% |
| 5Y | -86.0% | -69.8% | -16.2% | -85.2% |
| 10Y | -99.5% | +223.4% | -322.9% | -98.2% |
| All | -99.9% | +305.9% | -405.7% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling