+69.4%
USAR vs RNG
+81.7%
-12.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 3M | -18.4% | +78.0% | -96.3% | -16.0% |
| 6M | -8.8% | +67.0% | -75.9% | -6.3% |
| YTD | +43.4% | +142.4% | -99.1% | +49.6% |
| 1Y | +21.0% | +120.4% | -99.5% | +25.9% |
| 3Y | +67.7% | +122.1% | -54.4% | +80.2% |
| All | +69.4% | +81.7% | -12.3% | +82.2% |
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