+992.4%
XLE vs RSP
+1,139.7%
-147.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +3.0% |
| 30D | +11.8% | -0.3% | +12.1% | +12.0% |
| 3M | +9.8% | +4.3% | +5.5% | +4.4% |
| 6M | +15.6% | +8.8% | +6.8% | +4.1% |
| YTD | +45.3% | +15.3% | +30.0% | +22.8% |
| 1Y | +48.3% | +18.3% | +30.0% | +21.7% |
| 3Y | +55.4% | +52.8% | +2.6% | -4.4% |
| 5Y | +216.1% | +51.7% | +164.4% | +92.6% |
| 10Y | +178.4% | +208.5% | -30.1% | -17.8% |
| All | +992.4% | +1,139.7% | -147.2% | +1.2% |
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