+153.9%
XRT vs RNG
+327.7%
-173.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.7% |
| 7D | +0.8% | +5.8% | -5.0% | -0.3% |
| 30D | -4.2% | +19.6% | -23.8% | -7.5% |
| 3M | +5.1% | +67.0% | -61.9% | -5.6% |
| 6M | +2.4% | +88.4% | -86.0% | -11.1% |
| YTD | +3.2% | +155.5% | -152.3% | -17.1% |
| 1Y | +1.5% | +141.7% | -140.2% | -17.8% |
| 3Y | +40.6% | +131.1% | -90.5% | +11.1% |
| 5Y | -1.0% | -70.6% | +69.6% | +2.5% |
| 10Y | +128.4% | +228.2% | -99.8% | +48.0% |
| All | +153.9% | +327.7% | -173.8% | +55.8% |
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