+149.9%
XLE vs RSP
+45.0%
+105.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -12.0% | -1.0% | -11.0% | -11.4% |
| 30D | -2.7% | +2.6% | -5.3% | -4.8% |
| 3M | +6.6% | -0.8% | +7.4% | +6.9% |
| 6M | +9.5% | +6.3% | +3.3% | +3.8% |
| YTD | +40.6% | +14.1% | +26.4% | +25.2% |
| 1Y | +43.6% | +18.0% | +25.6% | +24.3% |
| 3Y | +58.1% | +61.0% | -2.9% | +6.4% |
| All | +149.9% | +45.0% | +105.0% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling