+432.8%
EXPE vs RNG
+340.1%
+92.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.5% | +4.6% | -5.1% | -1.4% |
| 30D | -6.1% | +0.4% | -6.5% | -6.3% |
| 3M | -21.3% | +11.4% | -32.7% | -23.5% |
| 6M | +19.0% | +95.7% | -76.7% | +1.2% |
| YTD | -8.4% | +162.9% | -171.3% | -28.3% |
| 1Y | -2.8% | +180.3% | -183.1% | -25.0% |
| 3Y | +120.8% | +188.3% | -67.6% | +62.9% |
| 5Y | +46.2% | -72.5% | +118.7% | +52.6% |
| 10Y | +123.8% | +236.7% | -112.9% | +18.5% |
| All | +432.8% | +340.1% | +92.7% | +158.0% |
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