+3.6%
XLY vs RNG
+179.4%
-175.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +6.1% | -9.6% | +15.6% | +6.7% |
| 30D | +10.8% | -1.4% | +12.2% | +10.8% |
| 3M | +3.6% | +28.8% | -25.1% | +1.9% |
| 6M | +4.4% | +65.6% | -61.2% | +1.0% |
| YTD | +3.1% | +171.4% | -168.3% | -4.1% |
| 1Y | +3.6% | +185.3% | -181.8% | -7.8% |
| All | +3.6% | +179.4% | -175.9% | -7.8% |
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