+65.1%
XLE vs RNG
+165.4%
-100.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -7.9% | -6.2% | -1.7% | -7.6% |
| 30D | -4.8% | -8.0% | +3.2% | -4.5% |
| 3M | +8.4% | +15.7% | -7.3% | +7.5% |
| 6M | +12.7% | +60.3% | -47.7% | +9.4% |
| YTD | +41.3% | +153.8% | -112.5% | +31.7% |
| 1Y | +42.3% | +172.2% | -129.9% | +31.6% |
| 3Y | +65.1% | +174.8% | -109.7% | +47.8% |
| All | +65.1% | +165.4% | -100.3% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling