+18.3%
RSP vs XLU
+4.9%
+13.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -0.3% | -1.3% | +1.0% | 0.0% |
| 3M | +4.3% | -1.3% | +5.6% | +4.5% |
| 6M | +8.8% | -7.6% | +16.5% | +10.9% |
| YTD | +15.3% | +2.3% | +13.0% | +14.0% |
| 1Y | +18.3% | +5.8% | +12.5% | +16.9% |
| All | +18.3% | +4.9% | +13.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling