+179.2%
XLE vs RNG
+234.5%
-55.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | +5.4% | +4.6% | +0.8% | +5.1% |
| 30D | -3.9% | +0.4% | -4.4% | -4.0% |
| 3M | +7.0% | +11.4% | -4.4% | +6.1% |
| 6M | +14.2% | +95.7% | -81.5% | +8.3% |
| YTD | +48.2% | +162.9% | -114.7% | +36.0% |
| 1Y | +47.7% | +180.3% | -132.6% | +34.8% |
| 3Y | +70.0% | +188.3% | -118.3% | +52.2% |
| 5Y | +169.1% | -72.5% | +241.7% | +178.3% |
| All | +179.2% | +234.5% | -55.3% | +95.5% |
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