+80.4%
XLI vs RNG
-70.1%
+150.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -2.3% | -9.6% | +7.3% | -1.4% |
| 30D | -8.2% | +8.8% | -17.0% | -9.0% |
| 3M | +0.8% | +78.6% | -77.9% | -5.3% |
| 6M | +0.8% | +70.3% | -69.4% | -5.5% |
| YTD | +10.5% | +140.3% | -129.8% | -1.4% |
| 1Y | +14.1% | +126.6% | -112.5% | +2.3% |
| 3Y | +68.6% | +120.2% | -51.6% | +47.7% |
| 5Y | +80.4% | -68.3% | +148.7% | +76.2% |
| All | +80.4% | -70.1% | +150.5% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling