+47.7%
XLE vs RSP
+18.5%
+29.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.4% | +2.4% | +3.1% | +5.9% |
| 30D | -3.9% | +4.3% | -8.2% | -3.1% |
| 3M | +7.0% | -0.3% | +7.4% | +7.1% |
| 6M | +14.2% | +9.8% | +4.4% | +15.2% |
| YTD | +48.2% | +16.8% | +31.3% | +46.4% |
| 1Y | +47.7% | +19.5% | +28.2% | +44.2% |
| All | +47.7% | +18.5% | +29.2% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling