+159.8%
XLB vs RSG
+428.9%
-269.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -2.8% | 0.0% | -2.9% | -2.8% |
| 30D | -3.1% | +4.0% | -7.1% | -5.3% |
| 3M | -0.2% | +7.4% | -7.5% | -4.6% |
| 6M | +3.1% | +0.1% | +3.0% | +2.1% |
| YTD | +13.3% | +6.0% | +7.3% | +8.0% |
| 1Y | +12.0% | -3.0% | +15.0% | +12.7% |
| 3Y | +31.4% | +56.5% | -25.1% | -5.5% |
| 5Y | +33.9% | +90.9% | -57.0% | -17.9% |
| All | +159.8% | +428.9% | -269.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling