+128.8%
XLP vs RSG
+458.9%
-330.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +8.9% | +13.8% | -4.8% | +2.3% |
| 3M | +7.5% | +15.4% | -7.9% | +0.2% |
| 6M | +9.4% | +24.1% | -14.7% | -1.7% |
| YTD | +19.3% | +17.8% | +1.4% | +9.4% |
| 1Y | +21.7% | +21.5% | +0.3% | +9.9% |
| 3Y | +44.0% | +63.3% | -19.3% | +10.3% |
| 5Y | +42.8% | +97.3% | -54.5% | -2.3% |
| 10Y | +128.8% | +448.1% | -319.3% | -5.2% |
| All | +128.8% | +458.9% | -330.1% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling