-1.7%
XRT vs RNG
-74.0%
+72.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | -1.4% | -3.5% | +2.1% | -0.7% |
| 30D | +9.8% | -3.8% | +13.5% | +10.3% |
| 3M | +3.3% | +18.6% | -15.3% | -1.3% |
| 6M | +13.6% | +69.2% | -55.6% | -1.6% |
| YTD | +9.1% | +161.9% | -152.8% | -18.0% |
| 1Y | +15.1% | +176.2% | -161.2% | -14.8% |
| 3Y | +59.9% | +174.5% | -114.6% | +12.7% |
| 5Y | -1.7% | -71.9% | +70.2% | +17.7% |
| All | -1.7% | -74.0% | +72.2% | +17.7% |
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 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