-0.6%
XLC vs RNG
+144.7%
-145.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.9% |
| 7D | -0.8% | +5.8% | -6.6% | -1.2% |
| 30D | +1.0% | +19.6% | -18.6% | -0.2% |
| 3M | -0.7% | +67.0% | -67.7% | -4.0% |
| 6M | -5.1% | +88.4% | -93.5% | -9.2% |
| YTD | -4.3% | +155.5% | -159.8% | -10.2% |
| 1Y | -0.6% | +141.7% | -142.2% | -6.9% |
| All | -0.6% | +144.7% | -145.3% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling