+176.9%
XLE vs RSG
+425.0%
-248.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +0.5% | -1.8% | +2.3% | +1.5% |
| 30D | +6.6% | +2.8% | +3.8% | +4.8% |
| 3M | +12.3% | +4.3% | +8.0% | +9.2% |
| 6M | +18.4% | -0.5% | +18.9% | +18.0% |
| YTD | +47.2% | +5.2% | +42.0% | +41.8% |
| 1Y | +50.3% | -2.1% | +52.4% | +50.7% |
| 3Y | +55.3% | +56.5% | -1.2% | +12.2% |
| 5Y | +226.0% | +89.5% | +136.5% | +97.8% |
| All | +176.9% | +425.0% | -248.1% | -4.3% |
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