+50.3%
XLE vs RNG
+120.2%
-69.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.5% | -9.6% | +10.1% | +0.4% |
| 30D | +6.6% | +8.8% | -2.2% | +6.6% |
| 3M | +12.3% | +78.6% | -66.4% | +12.3% |
| 6M | +18.4% | +70.3% | -51.9% | +18.6% |
| YTD | +47.2% | +140.3% | -93.1% | +47.4% |
| 1Y | +50.3% | +126.6% | -76.3% | +50.4% |
| All | +50.3% | +120.2% | -69.9% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling