+35.0%
XLB vs RNG
-70.2%
+105.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.9% | -4.1% | +1.1% | -2.6% |
| 30D | -3.4% | +8.6% | -12.0% | -4.3% |
| 3M | +1.6% | +78.0% | -76.4% | -5.1% |
| 6M | +3.6% | +67.0% | -63.4% | -3.2% |
| YTD | +14.2% | +142.4% | -128.2% | +0.8% |
| 1Y | +15.6% | +120.4% | -104.9% | +2.9% |
| 3Y | +33.1% | +122.1% | -89.0% | +15.2% |
| 5Y | +35.0% | -69.8% | +104.9% | +30.2% |
| All | +35.0% | -70.2% | +105.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling