+173.9%
XLE vs RNG
+248.5%
-74.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.7% |
| 7D | -0.2% | -3.5% | +3.3% | 0.0% |
| 30D | -4.0% | -3.8% | -0.2% | -3.8% |
| 3M | +4.6% | +18.6% | -13.9% | +3.2% |
| 6M | +12.3% | +69.2% | -56.9% | +7.5% |
| YTD | +44.5% | +161.9% | -117.3% | +32.7% |
| 1Y | +42.4% | +176.2% | -133.8% | +30.1% |
| 3Y | +67.0% | +174.5% | -107.5% | +50.1% |
| 5Y | +161.9% | -71.9% | +233.8% | +170.3% |
| 10Y | +173.9% | +235.4% | -61.5% | +91.3% |
| All | +173.9% | +248.5% | -74.7% | +91.3% |
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 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