+631.5%
XLU vs RSG
+3,137.4%
-2,506.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -3.3% | +4.0% | -7.3% | -4.4% |
| 3M | -3.2% | +7.4% | -10.5% | -5.2% |
| 6M | -7.0% | +0.1% | -7.1% | -7.2% |
| YTD | +0.6% | +6.0% | -5.4% | -1.3% |
| 1Y | +2.4% | -3.0% | +5.4% | +2.9% |
| 3Y | +46.3% | +56.5% | -10.2% | +28.2% |
| 5Y | +44.0% | +90.9% | -47.0% | +19.3% |
| 10Y | +140.1% | +428.7% | -288.7% | +57.1% |
| All | +631.5% | +3,137.4% | -2,506.0% | +255.0% |
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