-0.8%
XYL vs RNG
+179.0%
-179.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -3.7% | +4.6% | -8.3% | -4.0% |
| 30D | -8.3% | +0.4% | -8.8% | -8.5% |
| 3M | -21.4% | +11.4% | -32.8% | -22.3% |
| 6M | -12.9% | +95.7% | -108.6% | -17.9% |
| YTD | -30.1% | +162.9% | -193.0% | -36.5% |
| 1Y | -35.2% | +180.3% | -215.4% | -41.6% |
| 3Y | -0.8% | +188.3% | -189.1% | -10.1% |
| All | -0.8% | +179.0% | -179.8% | -10.1% |
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