+343.4%
XLF vs RNG
+305.9%
+37.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.0% | -4.1% | +3.0% | -0.6% |
| 30D | -1.3% | +8.6% | -9.9% | -2.3% |
| 3M | +9.1% | +78.0% | -68.8% | +1.4% |
| 6M | +14.4% | +67.0% | -52.7% | +6.2% |
| YTD | +5.1% | +142.4% | -137.3% | -7.6% |
| 1Y | +8.6% | +120.4% | -111.8% | -3.6% |
| 3Y | +74.4% | +122.1% | -47.7% | +50.6% |
| 5Y | +64.4% | -69.8% | +134.2% | +69.1% |
| 10Y | +251.6% | +223.4% | +28.2% | +143.0% |
| All | +343.4% | +305.9% | +37.5% | +196.6% |
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