+106.2%
XLP vs RSG
+418.8%
-312.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -2.2% | +3.7% | -5.9% | -3.9% |
| 3M | -0.6% | +6.2% | -6.7% | -3.5% |
| 6M | -2.2% | -2.8% | +0.6% | -1.2% |
| YTD | +8.3% | +5.9% | +2.4% | +4.7% |
| 1Y | +5.7% | -1.8% | +7.5% | +6.0% |
| 3Y | +25.7% | +57.5% | -31.8% | -2.2% |
| 5Y | +31.3% | +91.1% | -59.8% | -9.2% |
| 10Y | +106.2% | +428.1% | -321.9% | -13.5% |
| All | +106.2% | +418.8% | -312.6% | -13.5% |
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