+253.9%
XLI vs RNG
+222.9%
+31.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -6.1% | +4.4% | -1.0% |
| 30D | -7.3% | +9.6% | -16.9% | -8.3% |
| 3M | -1.3% | +83.3% | -84.7% | -8.2% |
| 6M | +2.2% | +77.9% | -75.7% | -5.3% |
| YTD | +11.7% | +139.9% | -128.2% | -1.1% |
| 1Y | +14.3% | +121.7% | -107.4% | +1.9% |
| 3Y | +70.3% | +121.9% | -51.5% | +48.1% |
| 5Y | +82.3% | -68.4% | +150.7% | +87.3% |
| All | +253.9% | +222.9% | +31.0% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling