+54.9%
XLE vs RNG
+120.7%
-65.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.3% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | +12.6% | +11.4% | +1.2% | +12.0% |
| 3M | +11.8% | +72.1% | -60.2% | +8.3% |
| 6M | +16.1% | +67.9% | -51.9% | +12.2% |
| YTD | +46.9% | +144.3% | -97.5% | +37.2% |
| 1Y | +53.3% | +117.5% | -64.3% | +44.5% |
| 3Y | +54.9% | +123.9% | -69.0% | +38.2% |
| All | +54.9% | +120.7% | -65.7% | +38.2% |
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