+146.6%
XLE vs RNG
+327.7%
-181.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | +2.2% | +5.8% | -3.6% | +1.7% |
| 30D | +11.8% | +19.6% | -7.8% | +10.1% |
| 3M | +9.8% | +67.0% | -57.2% | +4.9% |
| 6M | +15.6% | +88.4% | -72.8% | +8.8% |
| YTD | +45.3% | +155.5% | -110.2% | +32.1% |
| 1Y | +48.3% | +141.7% | -93.4% | +35.2% |
| 3Y | +55.4% | +131.1% | -75.6% | +39.5% |
| 5Y | +216.1% | -70.6% | +286.7% | +227.9% |
| 10Y | +178.4% | +228.2% | -49.8% | +93.7% |
| All | +146.6% | +327.7% | -181.1% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling