+1,905.8%
UMC vs RNG
+305.9%
+1,599.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +13.6% | -4.1% | +17.7% | +14.2% |
| 30D | +20.8% | +8.6% | +12.1% | +19.0% |
| 3M | +16.1% | +78.0% | -61.8% | +4.7% |
| 6M | +137.3% | +67.0% | +70.3% | +114.3% |
| YTD | +193.8% | +142.4% | +51.3% | +145.6% |
| 1Y | +236.1% | +120.4% | +115.6% | +184.7% |
| 3Y | +267.1% | +122.1% | +145.0% | +199.8% |
| 5Y | +145.3% | -69.8% | +215.1% | +149.2% |
| 10Y | +1,857.3% | +223.4% | +1,633.9% | +1,319.3% |
| All | +1,905.8% | +305.9% | +1,599.9% | +1,260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling