+54.2%
RSP vs XLI
+71.5%
-17.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -0.4% | +1.0% | -1.4% | -1.1% |
| 30D | -1.5% | -5.8% | +4.3% | +2.8% |
| 3M | +4.8% | +0.7% | +4.1% | +3.8% |
| 6M | +10.3% | +3.2% | +7.1% | +6.9% |
| YTD | +14.1% | +13.0% | +1.0% | +2.3% |
| 1Y | +17.0% | +16.8% | +0.2% | +2.0% |
| 3Y | +54.2% | +72.4% | -18.2% | -5.9% |
| All | +54.2% | +71.5% | -17.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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