+142.8%
XYL vs RNG
+222.9%
-80.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | -6.1% | +7.3% | +2.0% |
| 30D | -11.9% | +9.6% | -21.5% | -13.2% |
| 3M | -1.5% | +83.3% | -84.9% | -9.9% |
| 6M | -11.9% | +77.9% | -89.8% | -19.8% |
| YTD | -20.6% | +139.9% | -160.5% | -31.7% |
| 1Y | -23.5% | +121.7% | -145.2% | -33.7% |
| 3Y | +14.9% | +121.9% | -107.0% | -3.7% |
| 5Y | -15.3% | -68.4% | +53.1% | -11.5% |
| All | +142.8% | +222.9% | -80.0% | +45.9% |
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