+168.4%
XRT vs RNG
+338.4%
-170.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.5% |
| 7D | -1.4% | -3.5% | +2.1% | -0.8% |
| 30D | +9.8% | -3.8% | +13.5% | +10.3% |
| 3M | +3.3% | +18.6% | -15.3% | -0.5% |
| 6M | +13.6% | +69.2% | -55.6% | +0.9% |
| YTD | +9.1% | +161.9% | -152.8% | -13.1% |
| 1Y | +15.1% | +176.2% | -161.2% | -9.4% |
| 3Y | +59.9% | +174.5% | -114.6% | +22.2% |
| 5Y | -1.7% | -71.9% | +70.2% | +2.5% |
| 10Y | +141.1% | +235.4% | -94.3% | +55.2% |
| All | +168.4% | +338.4% | -170.1% | +63.2% |
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 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