-71.4%
RNG vs EXEL
+281.2%
-352.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +4.6% | -0.8% | +5.4% | +4.8% |
| 30D | +0.4% | +13.1% | -12.7% | -3.4% |
| 3M | +11.4% | +36.3% | -24.9% | +1.0% |
| 6M | +95.7% | +34.5% | +61.2% | +76.9% |
| YTD | +162.9% | +57.4% | +105.5% | +122.9% |
| 1Y | +180.3% | +62.9% | +117.3% | +134.0% |
| 3Y | +188.3% | +229.5% | -41.2% | +54.0% |
| All | -71.4% | +281.2% | -352.6% | -86.4% |
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 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