+124.6%
XLP vs RNG
+256.7%
-132.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | +0.7% | -11.3% | +12.1% | +1.4% |
| 30D | +10.3% | -5.7% | +15.9% | +10.5% |
| 3M | +6.5% | +16.8% | -10.2% | +5.4% |
| 6M | +8.4% | +58.5% | -50.1% | +5.0% |
| YTD | +18.2% | +151.3% | -133.1% | +10.6% |
| 1Y | +22.4% | +169.0% | -146.6% | +14.1% |
| 3Y | +41.9% | +156.9% | -115.0% | +30.5% |
| 5Y | +40.9% | -69.0% | +109.9% | +45.0% |
| All | +124.6% | +256.7% | -132.1% | +102.1% |
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 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