+1,036.2%
XLE vs RSG
+3,589.2%
-2,553.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +4.4% | +1.4% | +2.9% | +3.9% |
| 30D | -4.3% | +15.0% | -19.3% | -9.0% |
| 3M | +6.0% | +18.5% | -12.4% | -0.2% |
| 6M | +13.2% | +25.8% | -12.6% | +4.1% |
| YTD | +46.7% | +20.8% | +25.9% | +36.7% |
| 1Y | +46.6% | +24.8% | +21.8% | +35.0% |
| 3Y | +69.6% | +65.9% | +3.7% | +40.2% |
| 5Y | +166.5% | +99.1% | +67.5% | +104.8% |
| 10Y | +178.0% | +452.4% | -274.4% | +54.9% |
| All | +1,036.2% | +3,589.2% | -2,553.0% | +338.6% |
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