+221.1%
XLB vs RNG
+327.7%
-106.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | +0.1% |
| 7D | -1.4% | +5.8% | -7.2% | -2.0% |
| 30D | -0.4% | +19.6% | -20.0% | -2.5% |
| 3M | +2.0% | +67.0% | -65.1% | -4.4% |
| 6M | +1.8% | +88.4% | -86.5% | -6.7% |
| YTD | +16.6% | +155.5% | -138.9% | +1.8% |
| 1Y | +16.9% | +141.7% | -124.7% | +2.6% |
| 3Y | +32.6% | +131.1% | -98.5% | +14.0% |
| 5Y | +35.6% | -70.6% | +106.2% | +40.0% |
| 10Y | +160.0% | +228.2% | -68.2% | +83.3% |
| All | +221.1% | +327.7% | -106.6% | +120.3% |
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