+1,024.7%
XLE vs RSG
+3,137.0%
-2,112.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +11.8% | +7.6% | +4.2% | +8.9% |
| 3M | +9.8% | +7.4% | +2.4% | +6.9% |
| 6M | +15.6% | -3.3% | +18.8% | +16.6% |
| YTD | +45.3% | +6.0% | +39.2% | +41.9% |
| 1Y | +48.3% | -3.7% | +52.0% | +49.5% |
| 3Y | +55.4% | +59.1% | -3.7% | +30.5% |
| 5Y | +216.1% | +89.0% | +127.1% | +147.3% |
| 10Y | +178.4% | +412.5% | -234.1% | +59.9% |
| All | +1,024.7% | +3,137.0% | -2,112.2% | +355.2% |
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