+1,271.8%
URI vs RNG
+215.2%
+1,056.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +5.0% | -4.1% | +9.0% | +5.7% |
| 30D | -9.4% | +8.6% | -18.0% | -11.0% |
| 3M | -5.8% | +78.0% | -83.8% | -16.4% |
| 6M | +25.8% | +67.0% | -41.2% | +11.1% |
| YTD | +27.9% | +142.4% | -114.5% | +3.0% |
| 1Y | +9.7% | +120.4% | -110.7% | -10.3% |
| 3Y | +128.0% | +122.1% | +5.9% | +80.2% |
| 5Y | +212.4% | -69.8% | +282.2% | +220.0% |
| 10Y | +1,271.8% | +223.4% | +1,048.4% | +576.3% |
| All | +1,271.8% | +215.2% | +1,056.6% | +576.3% |
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