+402.6%
XME vs RNG
+222.9%
+179.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -4.2% | -6.1% | +1.9% | -3.5% |
| 30D | -2.7% | +9.6% | -12.3% | -4.0% |
| 3M | -3.9% | +83.3% | -87.3% | -12.0% |
| 6M | -1.0% | +77.9% | -78.9% | -9.8% |
| YTD | +9.8% | +139.9% | -130.1% | -5.5% |
| 1Y | +32.5% | +121.7% | -89.1% | +15.1% |
| 3Y | +124.3% | +121.9% | +2.5% | +89.8% |
| 5Y | +165.8% | -68.4% | +234.2% | +168.0% |
| All | +402.6% | +222.9% | +179.7% | +185.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling