+61.0%
RSP vs XHB
+36.1%
+25.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -1.0% | +1.3% | -2.3% | -1.6% |
| 30D | +2.6% | +7.8% | -5.2% | -0.4% |
| 3M | -0.8% | -5.5% | +4.7% | +1.1% |
| 6M | +6.3% | -2.6% | +8.9% | +6.6% |
| YTD | +14.1% | +0.4% | +13.8% | +12.5% |
| 1Y | +18.0% | -1.0% | +19.0% | +16.9% |
| 3Y | +61.0% | +37.3% | +23.7% | +33.4% |
| All | +61.0% | +36.1% | +25.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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