+161.9%
XLE vs RSP
+50.5%
+111.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.3% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -4.0% | +4.4% | -8.4% | -7.2% |
| 3M | +4.6% | +1.3% | +3.4% | +3.4% |
| 6M | +12.3% | +10.0% | +2.3% | +3.8% |
| YTD | +44.5% | +17.6% | +26.9% | +25.9% |
| 1Y | +42.4% | +19.2% | +23.2% | +22.6% |
| 3Y | +67.0% | +66.0% | +1.0% | +10.0% |
| 5Y | +161.9% | +50.4% | +111.5% | +85.3% |
| All | +161.9% | +50.5% | +111.4% | +85.3% |
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