+153.3%
XOP vs RNG
-68.4%
+221.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.6% | -6.1% | +8.7% | +3.2% |
| 30D | +9.6% | +9.6% | 0.0% | +8.5% |
| 3M | +20.4% | +83.3% | -63.0% | +12.3% |
| 6M | +19.9% | +77.9% | -58.0% | +11.6% |
| YTD | +56.4% | +139.9% | -83.5% | +39.2% |
| 1Y | +52.4% | +121.7% | -69.2% | +36.7% |
| 3Y | +39.9% | +121.9% | -82.0% | +22.0% |
| All | +153.3% | -68.4% | +221.6% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling