-8.4%
XOP vs RNG
+309.1%
-317.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.0% | +2.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +16.5% | +11.4% | +5.1% | +14.9% |
| 3M | +15.7% | +72.1% | -56.4% | +7.2% |
| 6M | +19.2% | +67.9% | -48.7% | +10.0% |
| YTD | +55.0% | +144.3% | -89.4% | +34.5% |
| 1Y | +54.2% | +117.5% | -63.3% | +35.6% |
| 3Y | +35.9% | +123.9% | -88.0% | +15.7% |
| 5Y | +162.4% | -70.1% | +232.5% | +174.4% |
| 10Y | +50.2% | +215.9% | -165.7% | -13.9% |
| All | -8.4% | +309.1% | -317.5% | -52.3% |
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