+1,182.4%
URI vs RNG
+247.5%
+935.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -6.0% | -6.0% | 0.0% | -4.9% |
| 30D | +4.6% | -7.4% | +11.9% | +5.9% |
| 3M | -2.7% | +14.6% | -17.3% | -5.6% |
| 6M | +18.4% | +61.5% | -43.2% | +6.2% |
| YTD | +37.4% | +155.7% | -118.3% | +9.4% |
| 1Y | +30.4% | +172.5% | -142.1% | +2.4% |
| 3Y | +147.9% | +168.0% | -20.1% | +89.2% |
| 5Y | +202.1% | -73.8% | +275.8% | +215.9% |
| 10Y | +1,182.4% | +240.3% | +942.2% | +558.1% |
| All | +1,182.4% | +247.5% | +935.0% | +558.1% |
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