+32.9%
XLV vs RNG
+179.4%
-146.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +5.5% | -9.6% | +15.1% | +5.8% |
| 30D | +13.3% | -1.4% | +14.7% | +13.3% |
| 3M | +17.4% | +28.8% | -11.3% | +16.6% |
| 6M | +32.1% | +65.6% | -33.5% | +30.2% |
| YTD | +24.0% | +171.4% | -147.4% | +19.7% |
| 1Y | +32.9% | +185.3% | -152.4% | +25.8% |
| All | +32.9% | +179.4% | -146.5% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling