+147.4%
URI vs RNG
+154.7%
-7.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.5% |
| 7D | -9.8% | -11.3% | +1.6% | -8.3% |
| 30D | +1.7% | -5.7% | +7.4% | +2.5% |
| 3M | -9.1% | +16.8% | -25.8% | -11.4% |
| 6M | +9.9% | +58.5% | -48.6% | +1.1% |
| YTD | +31.2% | +151.3% | -120.1% | +5.6% |
| 1Y | +25.9% | +169.0% | -143.1% | -0.5% |
| 3Y | +147.4% | +156.9% | -9.5% | +89.8% |
| All | +147.4% | +154.7% | -7.3% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling