+156.4%
EXPE vs RNG
+223.4%
-67.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.8% |
| 7D | -8.7% | -9.6% | +0.9% | -6.7% |
| 30D | -13.6% | +8.8% | -22.4% | -15.3% |
| 3M | +26.6% | +78.6% | -52.0% | +11.2% |
| 6M | +19.9% | +70.3% | -50.3% | +5.3% |
| YTD | -1.7% | +140.3% | -142.0% | -20.7% |
| 1Y | +29.4% | +126.6% | -97.2% | +5.5% |
| 3Y | +155.7% | +120.2% | +35.5% | +101.6% |
| 5Y | +93.1% | -68.3% | +161.4% | +88.9% |
| All | +156.4% | +223.4% | -67.1% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling