+102.9%
XLP vs RNG
+216.3%
-113.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -1.3% | +11.4% | -12.7% | -1.9% |
| 3M | +1.8% | +72.1% | -70.2% | -1.5% |
| 6M | -0.8% | +67.9% | -68.8% | -4.3% |
| YTD | +9.5% | +144.3% | -134.8% | +2.8% |
| 1Y | +7.2% | +117.5% | -110.4% | +1.2% |
| 3Y | +27.1% | +123.9% | -96.7% | +17.9% |
| 5Y | +32.0% | -70.1% | +102.1% | +36.4% |
| 10Y | +102.9% | +215.9% | -113.0% | +74.3% |
| All | +102.9% | +216.3% | -113.4% | +74.3% |
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