+262.2%
UMC vs RNG
+119.8%
+142.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +9.0% | -6.1% | +15.1% | +9.4% |
| 30D | +17.2% | +9.6% | +7.6% | +16.5% |
| 3M | +11.4% | +83.3% | -71.9% | +5.7% |
| 6M | +137.5% | +77.9% | +59.6% | +124.7% |
| YTD | +193.1% | +139.9% | +53.2% | +162.3% |
| 1Y | +240.3% | +121.7% | +118.6% | +207.4% |
| 3Y | +262.2% | +121.9% | +140.3% | +216.5% |
| All | +262.2% | +119.8% | +142.4% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling