+12.3%
XLI vs RSG
+19.5%
-7.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.0% |
| 7D | +0.6% | +5.1% | -4.6% | +1.2% |
| 30D | -0.4% | +15.3% | -15.7% | +1.3% |
| 3M | -8.8% | +18.6% | -27.4% | -7.0% |
| 6M | -0.4% | +19.5% | -19.9% | +1.6% |
| YTD | +10.1% | +17.2% | -7.1% | +11.7% |
| 1Y | +12.3% | +19.6% | -7.2% | +13.7% |
| All | +12.3% | +19.5% | -7.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling