+43.2%
XLB vs RNG
+179.0%
-135.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | +0.5% | +4.6% | -4.1% | +0.2% |
| 30D | +5.2% | +0.4% | +4.7% | +5.0% |
| 3M | +0.3% | +11.4% | -11.1% | -0.8% |
| 6M | +1.2% | +95.7% | -94.5% | -4.9% |
| YTD | +16.6% | +162.9% | -146.2% | +4.3% |
| 1Y | +21.4% | +180.3% | -158.8% | +7.5% |
| 3Y | +43.2% | +188.3% | -145.1% | +25.1% |
| All | +43.2% | +179.0% | -135.8% | +25.1% |
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