+359.8%
XYL vs RNG
+309.1%
+50.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.3% | +3.5% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | -9.2% | +11.4% | -20.6% | -10.7% |
| 3M | -0.3% | +72.1% | -72.4% | -8.1% |
| 6M | -11.0% | +67.9% | -78.9% | -18.4% |
| YTD | -19.2% | +144.3% | -163.6% | -30.8% |
| 1Y | -21.2% | +117.5% | -138.7% | -31.6% |
| 3Y | +18.6% | +123.9% | -105.3% | -0.7% |
| 5Y | -14.3% | -70.1% | +55.8% | -10.0% |
| 10Y | +141.0% | +215.9% | -74.8% | +60.2% |
| All | +359.8% | +309.1% | +50.7% | +193.0% |
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