+967.2%
XLE vs RSP
+1,155.0%
-187.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -6.7% | +0.7% | -7.4% | -7.6% |
| 30D | -4.4% | +3.7% | -8.1% | -8.4% |
| 3M | +4.0% | +0.7% | +3.3% | +2.7% |
| 6M | +13.2% | +9.0% | +4.1% | +1.9% |
| YTD | +41.9% | +16.7% | +25.2% | +17.9% |
| 1Y | +41.6% | +19.0% | +22.7% | +15.1% |
| 3Y | +64.0% | +64.7% | -0.8% | -7.4% |
| 5Y | +158.1% | +49.6% | +108.5% | +59.0% |
| 10Y | +163.9% | +213.2% | -49.2% | -23.7% |
| All | +967.2% | +1,155.0% | -187.8% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling