+188.3%
RNG vs EXEL
+230.5%
-42.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +4.6% | -0.8% | +5.4% | +4.7% |
| 30D | +0.4% | +13.1% | -12.7% | -0.9% |
| 3M | +11.4% | +36.3% | -24.9% | +7.8% |
| 6M | +95.7% | +34.5% | +61.2% | +89.3% |
| YTD | +162.9% | +57.4% | +105.5% | +148.2% |
| 1Y | +180.3% | +62.9% | +117.3% | +163.1% |
| 3Y | +188.3% | +229.5% | -41.2% | +144.4% |
| All | +188.3% | +230.5% | -42.1% | +144.4% |
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