+154.6%
USB vs RNG
+333.2%
-178.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -1.6% |
| 7D | -1.5% | -11.2% | +9.7% | -0.2% |
| 30D | +4.3% | -3.8% | +8.1% | +4.6% |
| 3M | -6.1% | +21.1% | -27.2% | -8.4% |
| 6M | +9.4% | +56.2% | -46.8% | +2.8% |
| YTD | +15.2% | +158.8% | -143.6% | +0.7% |
| 1Y | +32.8% | +173.6% | -140.9% | +15.2% |
| 3Y | +91.3% | +163.9% | -72.6% | +63.7% |
| 5Y | +22.7% | -68.1% | +90.7% | +20.1% |
| 10Y | +97.0% | +272.7% | -175.7% | +32.7% |
| All | +154.6% | +333.2% | -178.6% | +68.1% |
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 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