+74.2%
XLF vs RNG
+119.8%
-45.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.5% | -6.1% | +4.6% | -0.9% |
| 30D | -1.2% | +9.6% | -10.8% | -2.1% |
| 3M | +9.2% | +83.3% | -74.1% | +2.4% |
| 6M | +16.3% | +77.9% | -61.6% | +8.6% |
| YTD | +5.4% | +139.9% | -134.5% | -5.7% |
| 1Y | +7.6% | +121.7% | -114.1% | -3.0% |
| 3Y | +74.2% | +121.9% | -47.7% | +50.7% |
| All | +74.2% | +119.8% | -45.6% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling