+179.2%
URI vs RNG
-69.1%
+248.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.7% |
| 7D | -9.8% | -11.3% | +1.6% | -7.7% |
| 30D | +1.7% | -5.7% | +7.4% | +2.7% |
| 3M | -9.1% | +16.8% | -25.8% | -12.2% |
| 6M | +9.9% | +58.5% | -48.6% | -1.7% |
| YTD | +31.2% | +151.3% | -120.1% | +2.7% |
| 1Y | +25.9% | +169.0% | -143.1% | -3.1% |
| 3Y | +147.4% | +156.9% | -9.5% | +84.7% |
| All | +179.2% | -69.1% | +248.3% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling