+3,099.1%
XLK vs RSP
+1,126.8%
+1,972.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +1.3% |
| 7D | +2.3% | -0.4% | +2.7% | +2.7% |
| 30D | -0.1% | -1.5% | +1.5% | +1.3% |
| 3M | +2.1% | +4.8% | -2.7% | -2.3% |
| 6M | +37.2% | +10.3% | +26.9% | +25.4% |
| YTD | +30.8% | +14.1% | +16.7% | +15.9% |
| 1Y | +42.6% | +17.0% | +25.6% | +23.4% |
| 3Y | +121.8% | +54.2% | +67.6% | +49.8% |
| 5Y | +145.7% | +51.5% | +94.2% | +71.4% |
| 10Y | +782.1% | +204.4% | +577.7% | +233.1% |
| All | +3,099.1% | +1,126.8% | +1,972.3% | +199.2% |
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