+50.5%
RSP vs XLU
+43.5%
+7.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -1.8% | +0.6% | -2.4% | -2.1% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | +3.0% | -1.7% | +4.7% | +3.7% |
| 6M | +8.9% | -7.1% | +16.0% | +12.7% |
| YTD | +13.0% | +1.9% | +11.0% | +11.0% |
| 1Y | +16.2% | +6.1% | +10.1% | +11.5% |
| 3Y | +52.7% | +48.8% | +3.9% | +19.9% |
| 5Y | +50.5% | +43.8% | +6.7% | +19.8% |
| All | +50.5% | +43.5% | +7.0% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling