+20.6%
XHB vs RNG
+120.1%
-99.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -5.2% | -9.6% | +4.3% | -3.9% |
| 30D | -12.1% | +8.8% | -20.9% | -13.3% |
| 3M | -6.2% | +78.6% | -84.8% | -14.4% |
| 6M | -6.7% | +70.3% | -77.0% | -15.2% |
| YTD | -5.5% | +140.3% | -145.8% | -20.8% |
| 1Y | -15.6% | +126.6% | -142.3% | -28.8% |
| All | +20.6% | +120.1% | -99.5% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling