+31.4%
XLB vs RVMD
+537.4%
-506.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.8% | -3.0% | +0.1% | -2.6% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | -0.2% | +36.5% | -36.7% | -2.5% |
| 6M | +3.1% | +104.6% | -101.5% | -2.9% |
| YTD | +13.3% | +155.8% | -142.6% | +4.0% |
| 1Y | +12.0% | +340.7% | -328.6% | -2.9% |
| 3Y | +31.4% | +519.9% | -488.5% | +6.6% |
| All | +31.4% | +537.4% | -506.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling