+142.5%
XLC vs RNG
-7.7%
+150.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.5% |
| 7D | -0.8% | +5.8% | -6.6% | -1.8% |
| 30D | +1.0% | +19.6% | -18.6% | -2.2% |
| 3M | -0.7% | +67.0% | -67.7% | -10.1% |
| 6M | -5.1% | +88.4% | -93.5% | -16.9% |
| YTD | -4.3% | +155.5% | -159.8% | -22.0% |
| 1Y | -0.6% | +141.7% | -142.2% | -18.5% |
| 3Y | +72.7% | +131.1% | -58.4% | +36.8% |
| 5Y | +38.0% | -70.6% | +108.6% | +50.5% |
| All | +142.5% | -7.7% | +150.1% | +72.4% |
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