+369.3%
XLI vs RNG
+309.1%
+60.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | 0.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -5.8% | +11.4% | -17.2% | -7.0% |
| 3M | +0.7% | +72.1% | -71.4% | -5.8% |
| 6M | +3.2% | +67.9% | -64.8% | -3.9% |
| YTD | +13.0% | +144.3% | -131.3% | -0.4% |
| 1Y | +16.8% | +117.5% | -100.7% | +4.1% |
| 3Y | +72.4% | +123.9% | -51.5% | +49.4% |
| 5Y | +82.8% | -70.1% | +152.9% | +89.3% |
| 10Y | +252.4% | +215.9% | +36.6% | +148.6% |
| All | +369.3% | +309.1% | +60.2% | +216.9% |
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