+144.2%
RSP vs XLC
+143.7%
+0.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -0.8% | -0.8% | +0.1% | -0.2% |
| 30D | -0.3% | +1.0% | -1.4% | -1.1% |
| 3M | +4.3% | -0.7% | +5.0% | +4.4% |
| 6M | +8.8% | -5.1% | +14.0% | +12.3% |
| YTD | +15.3% | -4.3% | +19.5% | +18.1% |
| 1Y | +18.3% | -0.6% | +18.8% | +18.0% |
| 3Y | +52.8% | +72.7% | -19.9% | +2.7% |
| 5Y | +51.7% | +38.0% | +13.7% | +19.1% |
| All | +144.2% | +143.7% | +0.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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