+283.0%
XME vs RNG
+327.7%
-44.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.7% |
| 7D | -0.1% | +5.8% | -5.9% | -0.9% |
| 30D | +6.0% | +19.6% | -13.6% | +3.3% |
| 3M | -7.7% | +67.0% | -74.8% | -14.8% |
| 6M | +1.0% | +88.4% | -87.4% | -9.3% |
| YTD | +14.6% | +155.5% | -140.8% | -3.0% |
| 1Y | +46.0% | +141.7% | -95.7% | +24.2% |
| 3Y | +127.0% | +131.1% | -4.1% | +89.4% |
| 5Y | +175.8% | -70.6% | +246.4% | +185.9% |
| 10Y | +414.6% | +228.2% | +186.4% | +212.2% |
| All | +283.0% | +327.7% | -44.8% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling