+115.0%
UMC vs RNG
+179.4%
-64.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.1% |
| 7D | -14.7% | -9.6% | -5.1% | -15.0% |
| 30D | -32.9% | -1.4% | -31.5% | -32.8% |
| 3M | -22.2% | +28.8% | -50.9% | -20.5% |
| 6M | +25.9% | +65.6% | -39.7% | +33.5% |
| YTD | +107.9% | +171.4% | -63.5% | +114.0% |
| 1Y | +115.0% | +185.3% | -70.3% | +114.0% |
| All | +115.0% | +179.4% | -64.4% | +114.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling