+14.9%
XLB vs RVTY
+48.7%
-33.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -1.7% | +10.8% | -12.6% | -3.7% |
| 3M | +4.4% | +26.8% | -22.4% | -0.6% |
| 6M | +5.0% | +39.3% | -34.3% | -2.4% |
| YTD | +15.5% | +31.6% | -16.1% | +7.8% |
| 1Y | +14.9% | +47.7% | -32.8% | +4.5% |
| All | +14.9% | +48.7% | -33.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling