+124.2%
RNG vs EXEL
+164.8%
-40.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | +8.6% | +10.1% | -1.5% | +7.4% |
| 3M | +78.0% | +10.1% | +67.9% | +75.7% |
| 6M | +67.0% | +37.7% | +29.4% | +59.4% |
| YTD | +142.4% | +33.1% | +109.3% | +132.1% |
| 1Y | +120.4% | +52.4% | +68.1% | +105.4% |
| All | +124.2% | +164.8% | -40.6% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling