+1,106.7%
XLY vs RSG
+3,137.4%
-2,030.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -4.2% | +4.0% | -8.1% | -5.4% |
| 3M | -2.7% | +7.4% | -10.1% | -5.1% |
| 6M | -0.6% | +0.1% | -0.7% | -1.2% |
| YTD | -5.0% | +6.0% | -11.0% | -7.5% |
| 1Y | -4.1% | -3.0% | -1.1% | -4.0% |
| 3Y | +33.6% | +56.5% | -22.9% | +13.5% |
| 5Y | +28.7% | +90.9% | -62.2% | +2.0% |
| 10Y | +219.6% | +428.7% | -209.1% | +84.8% |
| All | +1,106.7% | +3,137.4% | -2,030.7% | +376.0% |
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