+552.8%
XLP vs RSG
+3,499.5%
-2,946.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +0.7% | +1.2% | -0.4% | +0.5% |
| 30D | +10.3% | +14.2% | -3.9% | +7.1% |
| 3M | +6.5% | +18.2% | -11.6% | +2.7% |
| 6M | +8.4% | +24.4% | -16.0% | +3.3% |
| YTD | +18.2% | +17.9% | +0.3% | +13.8% |
| 1Y | +22.4% | +22.3% | +0.1% | +16.9% |
| 3Y | +41.9% | +65.1% | -23.3% | +26.8% |
| 5Y | +40.9% | +97.9% | -57.0% | +20.8% |
| 10Y | +128.4% | +464.6% | -336.3% | +61.5% |
| All | +552.8% | +3,499.5% | -2,946.7% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling