+43.4%
XRT vs RNG
+120.7%
-77.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.4% |
| 7D | -0.3% | -0.8% | +0.6% | -0.2% |
| 30D | -5.6% | +11.4% | -17.0% | -7.5% |
| 3M | +2.5% | +72.1% | -69.5% | -7.4% |
| 6M | +3.7% | +67.9% | -64.3% | -7.0% |
| YTD | +1.0% | +144.3% | -143.4% | -18.0% |
| 1Y | -1.2% | +117.5% | -118.7% | -17.7% |
| 3Y | +43.4% | +123.9% | -80.5% | +12.2% |
| All | +43.4% | +120.7% | -77.3% | +12.2% |
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 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