+19.2%
UL vs RNG
-70.1%
+89.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -4.1% | -9.6% | +5.5% | -3.6% |
| 30D | -1.2% | +8.8% | -10.0% | -1.6% |
| 3M | +6.0% | +78.6% | -72.6% | +3.0% |
| 6M | -5.5% | +70.3% | -75.8% | -8.2% |
| YTD | -3.3% | +140.3% | -143.7% | -8.1% |
| 1Y | -9.8% | +126.6% | -136.4% | -14.1% |
| 3Y | +20.1% | +120.2% | -100.1% | +13.1% |
| 5Y | +19.2% | -68.3% | +87.5% | +25.1% |
| All | +19.2% | -70.1% | +89.3% | +25.1% |
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