+59.7%
XOM vs RNG
+120.1%
-60.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | +1.9% | -9.6% | +11.4% | +2.0% |
| 30D | +4.1% | +8.8% | -4.7% | +3.9% |
| 3M | +10.4% | +78.6% | -68.2% | +8.9% |
| 6M | +13.0% | +70.3% | -57.3% | +11.6% |
| YTD | +40.1% | +140.3% | -100.3% | +36.2% |
| 1Y | +51.1% | +126.6% | -75.5% | +47.3% |
| All | +59.7% | +120.1% | -60.4% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling