+133.2%
XRT vs RNG
+234.5%
-101.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.7% | +4.6% | -2.9% | +0.9% |
| 30D | +7.5% | +0.4% | +7.1% | +7.1% |
| 3M | +2.2% | +11.4% | -9.2% | -0.4% |
| 6M | +14.7% | +95.7% | -81.0% | -1.3% |
| YTD | +7.5% | +162.9% | -155.4% | -15.2% |
| 1Y | +14.1% | +180.3% | -166.1% | -11.2% |
| 3Y | +58.8% | +188.3% | -129.6% | +18.7% |
| 5Y | -3.9% | -72.5% | +68.6% | -0.5% |
| All | +133.2% | +234.5% | -101.2% | +49.2% |
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 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