+314.3%
XEL vs RNG
+305.9%
+8.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.9% | -4.1% | +5.0% | +1.1% |
| 30D | -0.9% | +8.6% | -9.5% | -1.2% |
| 3M | -1.4% | +78.0% | -79.4% | -3.9% |
| 6M | -5.8% | +67.0% | -72.8% | -8.2% |
| YTD | +4.7% | +142.4% | -137.7% | 0.0% |
| 1Y | +9.1% | +120.4% | -111.4% | +4.5% |
| 3Y | +47.8% | +122.1% | -74.3% | +39.9% |
| 5Y | +29.0% | -69.8% | +98.9% | +30.4% |
| 10Y | +154.0% | +223.4% | -69.4% | +137.9% |
| All | +314.3% | +305.9% | +8.4% | +287.5% |
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