+64.0%
XLE vs RSP
+66.0%
-2.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -6.7% | +0.7% | -7.4% | -7.2% |
| 30D | -4.4% | +3.7% | -8.1% | -6.8% |
| 3M | +4.0% | +0.7% | +3.3% | +3.3% |
| 6M | +13.2% | +9.0% | +4.1% | +5.6% |
| YTD | +41.9% | +16.7% | +25.2% | +24.6% |
| 1Y | +41.6% | +19.0% | +22.7% | +22.2% |
| 3Y | +64.0% | +64.7% | -0.8% | +10.0% |
| All | +64.0% | +66.0% | -2.0% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling