+81.9%
UBER vs RNG
-70.1%
+152.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.3% |
| 7D | -4.5% | -9.6% | +5.1% | -1.9% |
| 30D | -7.6% | +8.8% | -16.4% | -9.9% |
| 3M | +5.8% | +78.6% | -72.9% | -11.2% |
| 6M | +0.3% | +70.3% | -70.0% | -16.1% |
| YTD | -11.2% | +140.3% | -151.5% | -34.8% |
| 1Y | -23.0% | +126.6% | -149.6% | -42.8% |
| 3Y | +53.6% | +120.2% | -66.6% | +7.0% |
| 5Y | +81.9% | -68.3% | +150.2% | +121.9% |
| All | +81.9% | -70.1% | +152.0% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling