+59.3%
USAR vs RNG
+80.1%
-20.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -6.0% |
| 7D | -9.3% | -9.6% | +0.3% | -9.7% |
| 30D | -15.2% | +8.8% | -24.0% | -14.8% |
| 3M | -21.1% | +78.6% | -99.7% | -18.8% |
| 6M | -21.6% | +70.3% | -91.8% | -19.3% |
| YTD | +34.8% | +140.3% | -105.6% | +40.6% |
| 1Y | +15.6% | +126.6% | -111.0% | +20.5% |
| 3Y | +57.7% | +120.2% | -62.5% | +69.4% |
| All | +59.3% | +80.1% | -20.8% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling