+44.8%
XLP vs RNG
+179.0%
-134.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +2.5% | +4.6% | -2.1% | +2.4% |
| 30D | +7.3% | +0.4% | +6.9% | +7.2% |
| 3M | +8.1% | +11.4% | -3.3% | +7.6% |
| 6M | +10.5% | +95.7% | -85.2% | +8.2% |
| YTD | +21.2% | +162.9% | -141.7% | +16.9% |
| 1Y | +22.7% | +180.3% | -157.5% | +18.0% |
| 3Y | +44.8% | +188.3% | -143.5% | +37.3% |
| All | +44.8% | +179.0% | -134.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling