+46.6%
XLE vs RSG
+23.9%
+22.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +4.4% | +1.4% | +2.9% | +4.0% |
| 30D | -4.3% | +15.0% | -19.3% | -8.1% |
| 3M | +6.0% | +18.5% | -12.4% | +0.9% |
| 6M | +13.2% | +25.8% | -12.6% | +5.3% |
| YTD | +46.7% | +20.8% | +25.9% | +38.2% |
| 1Y | +46.6% | +24.8% | +21.8% | +37.7% |
| All | +46.6% | +23.9% | +22.7% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling