+108.7%
USB vs RNG
+226.2%
-117.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.2% |
| 7D | +1.4% | +5.8% | -4.3% | +0.8% |
| 30D | -1.3% | +19.6% | -20.9% | -3.3% |
| 3M | +15.2% | +67.0% | -51.8% | +8.3% |
| 6M | +18.8% | +88.4% | -69.5% | +9.4% |
| YTD | +21.0% | +155.5% | -134.5% | +6.7% |
| 1Y | +34.0% | +141.7% | -107.7% | +18.6% |
| 3Y | +95.3% | +131.1% | -35.8% | +70.5% |
| 5Y | +40.4% | -70.6% | +111.0% | +34.2% |
| All | +108.7% | +226.2% | -117.5% | +45.4% |
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