+43.3%
XOP vs RNG
+179.0%
-135.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +6.3% | +4.6% | +1.7% | +5.9% |
| 30D | -6.6% | +0.4% | -7.0% | -6.7% |
| 3M | +3.6% | +11.4% | -7.9% | +2.4% |
| 6M | +10.8% | +95.7% | -84.9% | +3.2% |
| YTD | +48.3% | +162.9% | -114.6% | +31.1% |
| 1Y | +42.9% | +180.3% | -137.3% | +24.9% |
| 3Y | +43.3% | +188.3% | -145.0% | +18.7% |
| All | +43.3% | +179.0% | -135.7% | +18.7% |
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