+301.4%
XLV vs RNG
+301.7%
-0.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -6.1% | +2.5% | -3.0% |
| 30D | -1.8% | +9.6% | -11.4% | -2.8% |
| 3M | +7.8% | +83.3% | -75.5% | +1.1% |
| 6M | +9.1% | +77.9% | -68.8% | +1.9% |
| YTD | +7.7% | +139.9% | -132.2% | -3.4% |
| 1Y | +20.4% | +121.7% | -101.2% | +8.6% |
| 3Y | +30.8% | +121.9% | -91.1% | +14.9% |
| 5Y | +34.6% | -68.4% | +103.0% | +42.3% |
| 10Y | +173.4% | +220.0% | -46.7% | +98.0% |
| All | +301.4% | +301.7% | -0.3% | +182.5% |
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