+218.0%
XLE vs RSP
+52.0%
+166.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.8% |
| 30D | +11.8% | -0.3% | +12.1% | +12.0% |
| 3M | +9.8% | +4.3% | +5.5% | +5.9% |
| 6M | +15.6% | +8.8% | +6.8% | +7.3% |
| YTD | +45.3% | +15.3% | +30.0% | +28.5% |
| 1Y | +48.3% | +18.3% | +30.0% | +28.2% |
| 3Y | +55.4% | +52.8% | +2.6% | +8.6% |
| All | +218.0% | +52.0% | +166.0% | +120.0% |
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 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