+30.4%
URI vs RNG
+171.5%
-141.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -6.0% | -6.0% | 0.0% | -5.8% |
| 30D | +4.6% | -7.4% | +11.9% | +4.7% |
| 3M | -2.7% | +14.6% | -17.3% | -2.8% |
| 6M | +18.4% | +61.5% | -43.2% | +17.6% |
| YTD | +37.4% | +155.7% | -118.3% | +22.5% |
| 1Y | +30.4% | +172.5% | -142.1% | +11.1% |
| All | +30.4% | +171.5% | -141.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling