+14.9%
XYL vs RNG
+119.8%
-104.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | -6.1% | +7.3% | +1.7% |
| 30D | -11.9% | +9.6% | -21.5% | -12.7% |
| 3M | -1.5% | +83.3% | -84.9% | -6.7% |
| 6M | -11.9% | +77.9% | -89.8% | -16.9% |
| YTD | -20.6% | +139.9% | -160.5% | -28.0% |
| 1Y | -23.5% | +121.7% | -145.2% | -30.1% |
| 3Y | +14.9% | +121.9% | -107.0% | +3.2% |
| All | +14.9% | +119.8% | -104.9% | +3.2% |
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