+67.7%
USAR vs RNG
+122.1%
-54.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -4.4% | -4.1% | -0.4% | -4.6% |
| 30D | -10.4% | +8.6% | -19.0% | -10.0% |
| 3M | -18.4% | +78.0% | -96.3% | -15.8% |
| 6M | -8.8% | +67.0% | -75.9% | -6.0% |
| YTD | +43.4% | +142.4% | -99.1% | +50.3% |
| 1Y | +21.0% | +120.4% | -99.5% | +26.5% |
| All | +67.7% | +122.1% | -54.3% | +81.9% |
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