+957.1%
XLE vs RSP
+1,127.6%
-170.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -12.0% | -1.0% | -11.0% | -11.2% |
| 30D | -2.7% | +2.6% | -5.3% | -5.7% |
| 3M | +6.6% | -0.8% | +7.4% | +6.9% |
| 6M | +9.5% | +6.3% | +3.3% | +1.4% |
| YTD | +40.6% | +14.1% | +26.4% | +19.6% |
| 1Y | +43.6% | +18.0% | +25.6% | +17.7% |
| 3Y | +58.1% | +61.0% | -2.9% | -8.5% |
| 5Y | +152.2% | +45.6% | +106.6% | +60.1% |
| 10Y | +172.9% | +220.2% | -47.2% | -23.0% |
| All | +957.1% | +1,127.6% | -170.5% | -1.4% |
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 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