+24.3%
XLP vs RNG
+179.4%
-155.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +5.9% | -9.6% | +15.4% | +5.9% |
| 30D | +13.5% | -1.4% | +14.8% | +13.4% |
| 3M | +8.4% | +28.8% | -20.4% | +7.9% |
| 6M | +11.5% | +65.6% | -54.0% | +10.6% |
| YTD | +20.6% | +171.4% | -150.8% | +19.2% |
| 1Y | +24.3% | +185.3% | -161.0% | +22.1% |
| All | +24.3% | +179.4% | -155.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling