-68.0%
RNG vs EXEL
+197.1%
-265.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -4.1% | -0.3% | -3.7% | -3.9% |
| 30D | +8.6% | +10.1% | -1.5% | +5.4% |
| 3M | +78.0% | +10.1% | +67.9% | +71.9% |
| 6M | +67.0% | +37.7% | +29.4% | +48.3% |
| YTD | +142.4% | +33.1% | +109.3% | +116.8% |
| 1Y | +120.4% | +52.4% | +68.1% | +85.2% |
| 3Y | +122.1% | +163.8% | -41.7% | +30.4% |
| All | -68.0% | +197.1% | -265.2% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling