+97.3%
XLB vs RVMD
+644.5%
-547.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -0.4% | +6.4% | -6.8% | -1.1% |
| 3M | +2.0% | +34.9% | -32.9% | -1.4% |
| 6M | +1.8% | +107.6% | -105.7% | -6.9% |
| YTD | +16.6% | +163.7% | -147.1% | +2.9% |
| 1Y | +16.9% | +439.2% | -422.3% | -5.6% |
| 3Y | +32.6% | +499.2% | -466.6% | +2.4% |
| 5Y | +35.6% | +621.7% | -586.1% | -2.8% |
| All | +97.3% | +644.5% | -547.2% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling