+1,135.8%
URI vs RNG
+234.5%
+901.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +6.7% | +4.6% | +2.1% | +5.9% |
| 30D | +8.9% | +0.4% | +8.4% | +8.6% |
| 3M | +0.5% | +11.4% | -10.9% | -1.8% |
| 6M | +20.7% | +95.7% | -75.0% | +4.5% |
| YTD | +40.0% | +162.9% | -122.9% | +11.0% |
| 1Y | +34.4% | +180.3% | -145.9% | +5.1% |
| 3Y | +149.5% | +188.3% | -38.9% | +87.9% |
| 5Y | +205.6% | -72.5% | +278.1% | +217.0% |
| All | +1,135.8% | +234.5% | +901.4% | +542.1% |
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