+195.0%
XLP vs RNG
+327.7%
-132.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.6% |
| 7D | -1.0% | +5.8% | -6.8% | -1.3% |
| 30D | -0.9% | +19.6% | -20.5% | -1.9% |
| 3M | +3.8% | +67.0% | -63.2% | +0.6% |
| 6M | -1.7% | +88.4% | -90.1% | -5.7% |
| YTD | +10.3% | +155.5% | -145.2% | +3.4% |
| 1Y | +7.8% | +141.7% | -133.9% | +1.3% |
| 3Y | +27.2% | +131.1% | -103.9% | +18.0% |
| 5Y | +32.5% | -70.6% | +103.1% | +36.0% |
| 10Y | +101.8% | +228.2% | -126.4% | +75.0% |
| All | +195.0% | +327.7% | -132.8% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling