+287.7%
RNG vs EXR
+381.3%
-93.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +11.4% | -6.9% | +18.3% | +15.3% |
| 3M | +72.1% | -3.0% | +75.1% | +75.2% |
| 6M | +67.9% | -2.9% | +70.9% | +69.7% |
| YTD | +144.3% | +9.3% | +135.1% | +134.3% |
| 1Y | +117.5% | -0.9% | +118.5% | +117.7% |
| 3Y | +123.9% | +24.7% | +99.2% | +97.1% |
| 5Y | -70.1% | -11.7% | -58.4% | -69.3% |
| 10Y | +215.9% | +148.4% | +67.5% | +126.7% |
| All | +287.7% | +381.3% | -93.6% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling