+72.4%
UBER vs RNG
-43.2%
+115.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -5.4% | -6.1% | +0.7% | -3.7% |
| 30D | -4.9% | +9.6% | -14.5% | -7.6% |
| 3M | +3.0% | +83.3% | -80.3% | -15.0% |
| 6M | -4.4% | +77.9% | -82.3% | -21.8% |
| YTD | -12.3% | +139.9% | -152.2% | -36.6% |
| 1Y | -24.3% | +121.7% | -146.0% | -44.2% |
| 3Y | +46.4% | +121.9% | -75.4% | +0.4% |
| 5Y | +79.7% | -68.4% | +148.0% | +113.3% |
| All | +72.4% | -43.2% | +115.6% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling