+811.7%
XLB vs RSG
+3,121.3%
-2,309.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -1.7% | +3.3% | -5.0% | -2.9% |
| 3M | +4.4% | +8.5% | -4.1% | +1.0% |
| 6M | +5.0% | -3.5% | +8.5% | +5.8% |
| YTD | +15.5% | +5.5% | +10.0% | +12.5% |
| 1Y | +14.9% | -1.7% | +16.6% | +14.7% |
| 3Y | +34.5% | +56.9% | -22.4% | +12.3% |
| 5Y | +36.5% | +89.4% | -52.9% | +5.9% |
| 10Y | +159.6% | +412.5% | -252.9% | +44.5% |
| All | +811.7% | +3,121.3% | -2,309.5% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling