+39.6%
XLC vs RNG
-71.6%
+111.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | +3.1% | +2.3% | +0.8% | +2.7% |
| 30D | -4.2% | -3.4% | -0.8% | -3.8% |
| 3M | -2.1% | +20.9% | -23.0% | -5.6% |
| 6M | -6.6% | +82.2% | -88.8% | -17.0% |
| YTD | -7.8% | +164.6% | -172.4% | -25.3% |
| 1Y | -4.1% | +177.0% | -181.1% | -23.1% |
| 3Y | +62.6% | +177.4% | -114.8% | +24.1% |
| 5Y | +39.6% | -72.3% | +112.0% | +62.3% |
| All | +39.6% | -71.6% | +111.2% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling