+70.3%
XLI vs RNG
+119.8%
-49.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -6.1% | +4.4% | -1.2% |
| 30D | -7.3% | +9.6% | -16.9% | -8.0% |
| 3M | -1.3% | +83.3% | -84.7% | -6.5% |
| 6M | +2.2% | +77.9% | -75.7% | -3.6% |
| YTD | +11.7% | +139.9% | -128.2% | +0.6% |
| 1Y | +14.3% | +121.7% | -107.4% | +3.8% |
| 3Y | +70.3% | +121.9% | -51.5% | +49.3% |
| All | +70.3% | +119.8% | -49.4% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling