+227.7%
XLE vs RSG
+90.2%
+137.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +8.5% | +3.7% | +4.9% | +7.4% |
| 3M | +14.6% | +6.2% | +8.5% | +12.5% |
| 6M | +17.6% | -2.8% | +20.3% | +18.3% |
| YTD | +48.1% | +5.9% | +42.2% | +45.3% |
| 1Y | +53.8% | -1.8% | +55.6% | +54.0% |
| 3Y | +56.2% | +57.5% | -1.3% | +35.3% |
| 5Y | +227.7% | +91.1% | +136.6% | +173.1% |
| All | +227.7% | +90.2% | +137.5% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling