+163.9%
XLE vs RSP
+222.0%
-58.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | -1.9% |
| 7D | -7.9% | +0.4% | -8.3% | -8.5% |
| 30D | -4.8% | +3.7% | -8.5% | -8.9% |
| 3M | +8.4% | +0.8% | +7.6% | +6.9% |
| 6M | +12.7% | +9.1% | +3.6% | +1.3% |
| YTD | +41.3% | +16.7% | +24.6% | +16.9% |
| 1Y | +42.3% | +19.7% | +22.6% | +14.3% |
| 3Y | +65.1% | +66.7% | -1.6% | -10.3% |
| 5Y | +150.2% | +48.7% | +101.5% | +52.7% |
| 10Y | +163.9% | +215.6% | -51.6% | -29.8% |
| All | +163.9% | +222.0% | -58.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 10y: compounded portfolio wealth divided by compounded RSP 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…
10y analysis · Full analysis span regression · 6 months rolling