+90.0%
RSG vs XME
+162.6%
-72.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.8% |
| 7D | 0.0% | -4.2% | +4.2% | +0.3% |
| 30D | +4.0% | -2.7% | +6.7% | +4.1% |
| 3M | +7.4% | -3.9% | +11.3% | +7.7% |
| 6M | +0.1% | -1.0% | +1.1% | -0.2% |
| YTD | +6.0% | +9.8% | -3.8% | +4.1% |
| 1Y | -3.0% | +32.5% | -35.5% | -7.3% |
| 3Y | +56.5% | +124.3% | -67.8% | +36.4% |
| All | +90.0% | +162.6% | -72.5% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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