-20.7%
EXE vs RNG
+173.4%
-194.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -2.2% |
| 7D | -5.6% | -11.2% | +5.6% | -5.4% |
| 30D | -3.3% | -3.8% | +0.5% | -3.2% |
| 3M | -5.5% | +21.1% | -26.6% | -5.8% |
| 6M | -13.4% | +56.2% | -69.6% | -14.1% |
| YTD | -21.3% | +158.8% | -180.1% | -23.5% |
| 1Y | -20.7% | +173.6% | -194.3% | -21.9% |
| All | -20.7% | +173.4% | -194.1% | -21.9% |
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