+243.9%
XLU vs RNG
+302.4%
-58.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.2% | -9.6% | +8.4% | -0.7% |
| 30D | -2.5% | +8.8% | -11.4% | -3.0% |
| 3M | -2.7% | +78.6% | -81.4% | -5.9% |
| 6M | -7.5% | +70.3% | -77.7% | -10.5% |
| YTD | +0.9% | +140.3% | -139.4% | -4.8% |
| 1Y | +3.3% | +126.6% | -123.3% | -2.4% |
| 3Y | +47.3% | +120.2% | -72.9% | +37.4% |
| 5Y | +44.4% | -68.3% | +112.7% | +46.0% |
| 10Y | +140.8% | +220.6% | -79.8% | +121.4% |
| All | +243.9% | +302.4% | -58.5% | +216.2% |
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