+436.6%
EXPE vs RNG
+338.4%
+98.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.9% |
| 7D | -17.8% | -3.5% | -14.3% | -17.0% |
| 30D | -3.2% | -3.8% | +0.5% | -2.6% |
| 3M | -19.0% | +18.6% | -37.5% | -22.3% |
| 6M | +17.7% | +69.2% | -51.5% | +3.2% |
| YTD | -7.8% | +161.9% | -169.7% | -27.7% |
| 1Y | -1.4% | +176.2% | -177.6% | -23.6% |
| 3Y | +121.9% | +174.5% | -52.6% | +65.4% |
| 5Y | +44.3% | -71.9% | +116.2% | +50.1% |
| 10Y | +125.4% | +235.4% | -110.0% | +19.4% |
| All | +436.6% | +338.4% | +98.1% | +160.1% |
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