+80.3%
EXE vs RNG
-72.1%
+152.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +5.3% | +4.6% | +0.7% | +5.0% |
| 30D | -2.2% | +0.4% | -2.6% | -2.3% |
| 3M | -5.9% | +11.4% | -17.3% | -6.9% |
| 6M | -5.7% | +95.7% | -101.4% | -11.3% |
| YTD | -17.8% | +162.9% | -180.7% | -25.6% |
| 1Y | -23.1% | +180.3% | -203.4% | -30.9% |
| 3Y | +21.2% | +188.3% | -167.2% | +6.2% |
| All | +80.3% | -72.1% | +152.3% | +97.3% |
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 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