+167.5%
USB vs RNG
+327.7%
-160.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 6M | +18.8% | +88.4% | -69.5% | +9.1% |
| YTD | +21.0% | +155.5% | -134.5% | +6.2% |
| 1Y | +34.0% | +141.7% | -107.7% | +18.1% |
| 3Y | +95.3% | +131.1% | -35.8% | +69.7% |
| 5Y | +40.4% | -70.6% | +111.0% | +38.6% |
| 10Y | +107.3% | +228.2% | -120.9% | +42.1% |
| All | +167.5% | +327.7% | -160.2% | +77.3% |
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