+24.8%
USAR vs RNG
+144.7%
-119.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.7% |
| 7D | -2.1% | +5.8% | -7.9% | -1.7% |
| 30D | +2.6% | +19.6% | -17.0% | +3.8% |
| 3M | -35.0% | +67.0% | -102.0% | -32.0% |
| 6M | -6.9% | +88.4% | -95.2% | -2.1% |
| YTD | +48.0% | +155.5% | -107.5% | +58.1% |
| 1Y | +24.8% | +141.7% | -116.9% | +32.1% |
| All | +24.8% | +144.7% | -119.9% | +32.1% |
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