+192.9%
XOM vs RNG
+222.9%
-30.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +4.1% | -6.1% | +10.2% | +4.4% |
| 30D | +4.6% | +9.6% | -5.0% | +4.1% |
| 3M | +14.0% | +83.3% | -69.4% | +10.4% |
| 6M | +11.0% | +77.9% | -67.0% | +7.3% |
| YTD | +40.7% | +139.9% | -99.2% | +33.2% |
| 1Y | +52.3% | +121.7% | -69.3% | +44.7% |
| 3Y | +60.5% | +121.9% | -61.4% | +50.3% |
| 5Y | +266.4% | -68.4% | +334.8% | +272.5% |
| All | +192.9% | +222.9% | -30.0% | +126.4% |
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