+141.3%
XLC vs RNG
-13.1%
+154.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.7% | -9.6% | +7.9% | 0.0% |
| 30D | +0.2% | +8.8% | -8.6% | -1.4% |
| 3M | +0.7% | +78.6% | -77.9% | -9.9% |
| 6M | -4.5% | +70.3% | -74.7% | -14.7% |
| YTD | -4.7% | +140.3% | -145.1% | -21.6% |
| 1Y | -1.5% | +126.6% | -128.1% | -18.4% |
| 3Y | +72.2% | +120.2% | -48.0% | +37.5% |
| 5Y | +39.3% | -68.3% | +107.6% | +49.6% |
| All | +141.3% | -13.1% | +154.4% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling