+181.5%
XME vs RNG
-70.2%
+251.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -0.2% | -4.1% | +3.8% | +0.2% |
| 30D | +1.4% | +8.6% | -7.2% | +0.2% |
| 3M | +2.7% | +78.0% | -75.2% | -5.4% |
| 6M | +6.5% | +67.0% | -60.5% | -2.0% |
| YTD | +15.2% | +142.4% | -127.2% | -1.3% |
| 1Y | +43.5% | +120.4% | -76.9% | +24.5% |
| 3Y | +135.9% | +122.1% | +13.7% | +98.7% |
| 5Y | +181.5% | -69.8% | +251.3% | +158.1% |
| All | +181.5% | -70.2% | +251.7% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling