+1,719.0%
URI vs RNG
+327.7%
+1,391.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.4% |
| 7D | -2.0% | +5.8% | -7.8% | -3.1% |
| 30D | -12.9% | +19.6% | -32.6% | -16.2% |
| 3M | -6.7% | +67.0% | -73.8% | -17.0% |
| 6M | +19.0% | +88.4% | -69.4% | +1.4% |
| YTD | +25.5% | +155.5% | -129.9% | -1.4% |
| 1Y | +5.5% | +141.7% | -136.1% | -16.5% |
| 3Y | +111.3% | +131.1% | -19.8% | +63.1% |
| 5Y | +198.6% | -70.6% | +269.1% | +217.5% |
| 10Y | +1,179.9% | +228.2% | +951.7% | +520.7% |
| All | +1,719.0% | +327.7% | +1,391.3% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling