+1,047.3%
XLE vs RSG
+3,589.0%
-2,541.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | +2.5% | +2.9% | +4.5% |
| 30D | -3.9% | +12.7% | -16.7% | -8.0% |
| 3M | +7.0% | +17.9% | -10.9% | +0.8% |
| 6M | +14.2% | +25.0% | -10.8% | +5.3% |
| YTD | +48.2% | +20.8% | +27.4% | +38.0% |
| 1Y | +47.7% | +24.3% | +23.4% | +36.2% |
| 3Y | +70.0% | +65.3% | +4.8% | +40.7% |
| 5Y | +169.1% | +99.1% | +70.1% | +106.8% |
| 10Y | +180.7% | +452.4% | -271.6% | +56.4% |
| All | +1,047.3% | +3,589.0% | -2,541.7% | +342.9% |
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