+136.0%
XLC vs RNG
-5.0%
+141.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +3.7% | +4.6% | -0.9% | +2.9% |
| 30D | -1.9% | +0.4% | -2.3% | -2.2% |
| 3M | -3.1% | +11.4% | -14.5% | -5.3% |
| 6M | -6.4% | +95.7% | -102.0% | -18.1% |
| YTD | -6.8% | +162.9% | -169.7% | -24.8% |
| 1Y | -1.7% | +180.3% | -182.0% | -21.7% |
| 3Y | +64.7% | +188.3% | -123.7% | +24.8% |
| 5Y | +41.1% | -72.5% | +113.6% | +56.4% |
| All | +136.0% | -5.0% | +141.0% | +66.4% |
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