+215.5%
RNG vs EXEL
+386.3%
-170.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.5% |
| 7D | -9.6% | -2.9% | -6.7% | -8.9% |
| 30D | +8.8% | +11.9% | -3.1% | +5.8% |
| 3M | +78.6% | +9.2% | +69.4% | +74.3% |
| 6M | +70.3% | +39.1% | +31.2% | +55.3% |
| YTD | +140.3% | +31.0% | +109.3% | +121.9% |
| 1Y | +126.6% | +52.3% | +74.3% | +99.8% |
| 3Y | +120.2% | +159.7% | -39.5% | +62.3% |
| 5Y | -68.3% | +187.7% | -256.0% | -77.3% |
| All | +215.5% | +386.3% | -170.8% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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