+17.2%
XLI vs RNG
+144.7%
-127.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.4% |
| 7D | -1.1% | +5.8% | -6.8% | -1.1% |
| 30D | -5.9% | +19.6% | -25.6% | -6.0% |
| 3M | -0.3% | +67.0% | -67.3% | -0.3% |
| 6M | +0.1% | +88.4% | -88.2% | -0.4% |
| YTD | +13.6% | +155.5% | -141.9% | +11.2% |
| 1Y | +17.2% | +141.7% | -124.5% | +14.0% |
| All | +17.2% | +144.7% | -127.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling