+178.5%
EXE vs RNG
-82.9%
+261.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.9% |
| 7D | -0.3% | +5.8% | -6.0% | -0.6% |
| 30D | +8.5% | +19.6% | -11.2% | +7.2% |
| 3M | +5.5% | +67.0% | -61.6% | +1.8% |
| 6M | -5.9% | +88.4% | -94.3% | -10.3% |
| YTD | -9.7% | +155.5% | -165.2% | -16.3% |
| 1Y | +3.6% | +141.7% | -138.1% | -3.8% |
| 3Y | +18.0% | +131.1% | -113.0% | +8.2% |
| 5Y | +109.4% | -70.6% | +180.0% | +82.7% |
| All | +178.5% | -82.9% | +261.3% | +130.3% |
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