+136.8%
XLP vs RNG
+248.5%
-111.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | +0.3% |
| 7D | -0.5% | -3.5% | +3.0% | -0.3% |
| 30D | +8.3% | -3.8% | +12.1% | +8.5% |
| 3M | +8.7% | +18.6% | -9.9% | +7.4% |
| 6M | +11.2% | +69.2% | -58.0% | +7.3% |
| YTD | +20.0% | +161.9% | -141.9% | +12.0% |
| 1Y | +21.3% | +176.2% | -154.9% | +12.9% |
| 3Y | +43.8% | +174.5% | -130.7% | +31.7% |
| 5Y | +43.3% | -71.9% | +115.2% | +49.2% |
| 10Y | +136.8% | +235.4% | -98.6% | +107.4% |
| All | +136.8% | +248.5% | -111.8% | +107.4% |
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