+219.9%
XOM vs RNG
+305.9%
-86.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | +3.4% | +8.6% | -5.2% | +3.0% |
| 3M | +11.0% | +78.0% | -67.0% | +7.4% |
| 6M | +10.6% | +67.0% | -56.4% | +7.1% |
| YTD | +39.2% | +142.4% | -103.2% | +31.3% |
| 1Y | +52.7% | +120.4% | -67.7% | +44.6% |
| 3Y | +56.8% | +122.1% | -65.4% | +46.2% |
| 5Y | +261.8% | -69.8% | +331.6% | +269.5% |
| 10Y | +191.3% | +223.4% | -32.1% | +133.6% |
| All | +219.9% | +305.9% | -86.0% | +150.2% |
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