+215.2%
XLY vs RNG
+222.9%
-7.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | -6.1% | +4.4% | -0.5% |
| 30D | -4.2% | +9.6% | -13.8% | -6.0% |
| 3M | -2.7% | +83.3% | -86.0% | -14.2% |
| 6M | -0.6% | +77.9% | -78.6% | -13.1% |
| YTD | -5.0% | +139.9% | -144.9% | -23.2% |
| 1Y | -4.1% | +121.7% | -125.8% | -21.5% |
| 3Y | +33.6% | +121.9% | -88.3% | +5.1% |
| 5Y | +28.7% | -68.4% | +97.1% | +35.2% |
| All | +215.2% | +222.9% | -7.7% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling