+225.7%
XLE vs RNG
-70.8%
+296.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 6M | +16.1% | +67.9% | -51.9% | +12.1% |
| YTD | +46.9% | +144.3% | -97.5% | +37.9% |
| 1Y | +53.3% | +117.5% | -64.3% | +44.8% |
| 3Y | +54.9% | +123.9% | -69.0% | +43.6% |
| 5Y | +225.7% | -70.1% | +295.8% | +206.7% |
| All | +225.7% | -70.8% | +296.5% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling