+515.6%
EXPE vs RNG
+327.7%
+187.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.8% |
| 7D | -9.5% | +5.8% | -15.3% | -10.7% |
| 30D | -6.6% | +19.6% | -26.2% | -10.4% |
| 3M | +31.4% | +67.0% | -35.6% | +16.5% |
| 6M | +35.2% | +88.4% | -53.2% | +15.5% |
| YTD | +5.8% | +155.5% | -149.7% | -16.4% |
| 1Y | +38.7% | +141.7% | -103.0% | +10.6% |
| 3Y | +175.8% | +131.1% | +44.7% | +113.4% |
| 5Y | +111.8% | -70.6% | +182.4% | +118.5% |
| 10Y | +179.7% | +228.2% | -48.5% | +48.9% |
| All | +515.6% | +327.7% | +187.8% | +200.9% |
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 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