+71.4%
XLC vs RSG
+57.7%
+13.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +2.1% | +4.0% | -1.8% | +1.3% |
| 3M | +0.7% | +7.4% | -6.7% | -0.8% |
| 6M | -3.2% | +0.1% | -3.3% | -3.2% |
| YTD | -3.8% | +6.0% | -9.8% | -5.2% |
| 1Y | -2.0% | -3.0% | +0.9% | -1.2% |
| 3Y | +71.4% | +56.5% | +14.9% | +65.8% |
| All | +71.4% | +57.7% | +13.6% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling