+64.4%
UL vs RNG
+222.9%
-158.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.4% | -6.1% | +2.7% | -3.0% |
| 30D | +0.5% | +9.6% | -9.1% | -0.2% |
| 3M | +7.2% | +83.3% | -76.1% | +2.6% |
| 6M | -3.1% | +77.9% | -81.0% | -7.5% |
| YTD | -2.7% | +139.9% | -142.6% | -9.7% |
| 1Y | -10.2% | +121.7% | -131.9% | -16.3% |
| 3Y | +20.3% | +121.9% | -101.6% | +10.0% |
| 5Y | +19.9% | -68.4% | +88.3% | +26.6% |
| All | +64.4% | +222.9% | -158.5% | +27.5% |
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 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