+121.7%
XRT vs RNG
+226.3%
-104.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -2.4% | -4.1% | +1.6% | -1.7% |
| 30D | -6.9% | +8.6% | -15.6% | -8.6% |
| 3M | -0.4% | +78.0% | -78.4% | -11.9% |
| 6M | +2.2% | +67.0% | -64.8% | -9.6% |
| YTD | -0.7% | +142.4% | -143.1% | -20.1% |
| 1Y | -2.0% | +120.4% | -122.4% | -19.9% |
| 3Y | +41.0% | +122.1% | -81.1% | +11.1% |
| 5Y | -3.3% | -69.8% | +66.5% | -0.6% |
| All | +121.7% | +226.3% | -104.6% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling