+74.9%
USAR vs RNG
+91.4%
-16.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.6% |
| 7D | -2.1% | +5.8% | -7.9% | -1.9% |
| 30D | +2.6% | +19.6% | -17.0% | +3.4% |
| 3M | -35.0% | +67.0% | -102.0% | -33.1% |
| 6M | -6.9% | +88.4% | -95.2% | -3.7% |
| YTD | +48.0% | +155.5% | -107.5% | +54.8% |
| 1Y | +24.8% | +141.7% | -116.9% | +30.4% |
| 3Y | +73.2% | +131.1% | -57.8% | +86.6% |
| All | +74.9% | +91.4% | -16.6% | +88.5% |
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