+83.6%
USB vs RNG
+248.5%
-164.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | -0.5% | -3.5% | +3.0% | -0.2% |
| 30D | +5.7% | -3.8% | +9.5% | +6.0% |
| 3M | -4.7% | +18.6% | -23.3% | -6.8% |
| 6M | +13.4% | +69.2% | -55.8% | +5.9% |
| YTD | +17.0% | +161.9% | -144.9% | +2.6% |
| 1Y | +32.4% | +176.2% | -143.9% | +15.3% |
| 3Y | +101.7% | +174.5% | -72.9% | +72.9% |
| 5Y | +24.4% | -71.9% | +96.4% | +18.8% |
| 10Y | +83.6% | +235.4% | -151.8% | +31.1% |
| All | +83.6% | +248.5% | -164.9% | +31.1% |
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