+816.1%
XLB vs RVTY
+1,417.0%
-600.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.5% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +6.1% | +1.0% | +5.0% | +5.4% |
| 3M | 0.0% | +35.8% | -35.8% | -8.9% |
| 6M | 0.0% | +56.7% | -56.8% | -13.0% |
| YTD | +16.0% | +60.7% | -44.7% | -0.5% |
| 1Y | +24.7% | +73.7% | -49.0% | +4.5% |
| 3Y | +40.4% | +82.8% | -42.4% | +13.5% |
| 5Y | +30.7% | -7.0% | +37.7% | +25.0% |
| 10Y | +173.3% | +212.3% | -39.0% | +84.1% |
| All | +816.1% | +1,417.0% | -600.9% | +292.9% |
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