+31.8%
USB vs RNG
+163.9%
-132.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | 0.0% | -11.3% | +11.3% | +0.5% |
| 30D | +5.8% | -5.7% | +11.5% | +6.0% |
| 3M | -6.0% | +16.8% | -22.7% | -6.8% |
| 6M | +7.8% | +58.5% | -50.7% | +4.9% |
| YTD | +14.6% | +151.3% | -136.7% | +7.9% |
| 1Y | +31.8% | +169.0% | -137.2% | +18.7% |
| All | +31.8% | +163.9% | -132.1% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling