+1,842.6%
UMC vs RNG
+222.9%
+1,619.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +9.0% | -6.1% | +15.1% | +9.9% |
| 30D | +17.2% | +9.6% | +7.6% | +15.4% |
| 3M | +11.4% | +83.3% | -71.9% | -0.3% |
| 6M | +137.5% | +77.9% | +59.6% | +111.6% |
| YTD | +193.1% | +139.9% | +53.2% | +143.9% |
| 1Y | +240.3% | +121.7% | +118.6% | +186.3% |
| 3Y | +262.2% | +121.9% | +140.3% | +193.3% |
| 5Y | +143.1% | -68.4% | +211.5% | +144.3% |
| All | +1,842.6% | +222.9% | +1,619.7% | +1,422.6% |
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