-69.6%
RNG vs EXR
-11.6%
-58.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | +11.4% | -6.9% | +18.3% | +16.8% |
| 3M | +72.1% | -3.0% | +75.1% | +76.3% |
| 6M | +67.9% | -2.9% | +70.9% | +70.2% |
| YTD | +144.3% | +9.3% | +135.1% | +130.4% |
| 1Y | +117.5% | -0.9% | +118.5% | +117.4% |
| 3Y | +123.9% | +24.7% | +99.2% | +81.2% |
| All | -69.6% | -11.6% | -58.0% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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