+158.8%
XLB vs RNG
+223.4%
-64.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -3.5% | -9.6% | +6.1% | -2.5% |
| 30D | -4.7% | +8.8% | -13.5% | -5.6% |
| 3M | +2.7% | +78.6% | -75.9% | -4.4% |
| 6M | +2.6% | +70.3% | -67.7% | -4.7% |
| YTD | +12.8% | +140.3% | -127.5% | -0.6% |
| 1Y | +14.0% | +126.6% | -112.7% | +0.8% |
| 3Y | +31.5% | +120.2% | -88.7% | +13.7% |
| 5Y | +33.4% | -68.3% | +101.7% | +35.9% |
| All | +158.8% | +223.4% | -64.6% | +78.6% |
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