+58.1%
XLE vs RSP
+60.0%
-2.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -12.0% | -1.0% | -11.0% | -11.5% |
| 30D | -2.7% | +2.6% | -5.3% | -4.6% |
| 3M | +6.6% | -0.8% | +7.4% | +6.8% |
| 6M | +9.5% | +6.3% | +3.3% | +4.0% |
| YTD | +40.6% | +14.1% | +26.4% | +25.2% |
| 1Y | +43.6% | +18.0% | +25.6% | +24.1% |
| 3Y | +58.1% | +61.0% | -2.9% | +6.4% |
| All | +58.1% | +60.0% | -2.0% | +6.4% |
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