+22.0%
USB vs RNG
-69.1%
+91.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.1% |
| 7D | 0.0% | -11.3% | +11.3% | +1.6% |
| 30D | +5.8% | -5.7% | +11.5% | +6.5% |
| 3M | -6.0% | +16.8% | -22.7% | -8.4% |
| 6M | +7.8% | +58.5% | -50.7% | -0.4% |
| YTD | +14.6% | +151.3% | -136.7% | -3.1% |
| 1Y | +31.8% | +169.0% | -137.2% | +10.2% |
| 3Y | +91.5% | +156.9% | -65.4% | +57.0% |
| All | +22.0% | -69.1% | +91.2% | +11.7% |
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 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