+832.0%
XLB vs RVTY
+1,456.0%
-624.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.5% | -2.7% | +3.2% | +1.2% |
| 30D | +6.9% | +3.2% | +3.7% | +5.6% |
| 3M | -0.2% | +37.2% | -37.4% | -9.3% |
| 6M | +3.3% | +57.7% | -54.4% | -10.2% |
| YTD | +18.0% | +64.8% | -46.8% | +0.5% |
| 1Y | +24.2% | +72.8% | -48.6% | +4.2% |
| 3Y | +44.7% | +89.8% | -45.1% | +15.8% |
| 5Y | +31.6% | -8.4% | +40.0% | +26.4% |
| 10Y | +164.2% | +219.5% | -55.2% | +76.8% |
| All | +832.0% | +1,456.0% | -624.0% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling