+139.9%
XLE vs RNG
+324.9%
-185.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -7.9% | -6.2% | -1.7% | -7.4% |
| 30D | -4.8% | -8.0% | +3.2% | -4.3% |
| 3M | +8.4% | +15.7% | -7.3% | +6.9% |
| 6M | +12.7% | +60.3% | -47.7% | +7.6% |
| YTD | +41.3% | +153.8% | -112.5% | +28.4% |
| 1Y | +42.3% | +172.2% | -129.9% | +28.4% |
| 3Y | +65.1% | +174.8% | -109.7% | +45.9% |
| 5Y | +150.2% | -68.6% | +218.8% | +157.6% |
| 10Y | +163.9% | +248.2% | -84.3% | +82.1% |
| All | +139.9% | +324.9% | -185.0% | +58.5% |
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