+75.9%
UBER vs RNG
-42.2%
+118.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -2.2% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -2.5% | +11.4% | -13.9% | -5.7% |
| 3M | +4.4% | +72.1% | -67.7% | -12.3% |
| 6M | -2.7% | +67.9% | -70.6% | -19.0% |
| YTD | -10.5% | +144.3% | -154.8% | -35.6% |
| 1Y | -22.5% | +117.5% | -140.0% | -42.5% |
| 3Y | +54.8% | +123.9% | -69.1% | +5.9% |
| 5Y | +82.5% | -70.1% | +152.6% | +120.8% |
| All | +75.9% | -42.2% | +118.1% | +69.5% |
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