+21.3%
EXC vs RNG
+120.7%
-99.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.8% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | -2.7% | +11.4% | -14.1% | -2.9% |
| 3M | -1.0% | +72.1% | -73.1% | -1.9% |
| 6M | -9.3% | +67.9% | -77.2% | -10.1% |
| YTD | +3.6% | +144.3% | -140.7% | +1.9% |
| 1Y | +5.9% | +117.5% | -111.6% | +4.4% |
| 3Y | +21.3% | +123.9% | -102.6% | +15.3% |
| All | +21.3% | +120.7% | -99.4% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling