+135.4%
XLP vs RNG
+247.5%
-112.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +2.3% | -6.0% | +8.3% | +2.7% |
| 30D | +9.1% | -7.4% | +16.5% | +9.4% |
| 3M | +7.9% | +14.6% | -6.7% | +6.8% |
| 6M | +9.6% | +61.5% | -51.9% | +6.1% |
| YTD | +19.4% | +155.7% | -136.2% | +11.7% |
| 1Y | +22.4% | +172.5% | -150.1% | +13.9% |
| 3Y | +43.2% | +168.0% | -124.8% | +31.3% |
| 5Y | +42.6% | -73.8% | +116.3% | +49.1% |
| 10Y | +135.4% | +240.3% | -104.8% | +107.2% |
| All | +135.4% | +247.5% | -112.0% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling