+46.0%
XME vs RNG
+144.7%
-98.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.2% |
| 7D | -0.1% | +5.8% | -5.9% | -0.1% |
| 30D | +6.0% | +19.6% | -13.6% | +6.1% |
| 3M | -7.7% | +67.0% | -74.8% | -7.1% |
| 6M | +1.0% | +88.4% | -87.4% | +1.2% |
| YTD | +14.6% | +155.5% | -140.8% | +12.7% |
| 1Y | +46.0% | +141.7% | -95.7% | +44.2% |
| All | +46.0% | +144.7% | -98.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling