-5.8%
XLC vs RVMD
+244.4%
-250.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.4% |
| 7D | +1.8% | +5.8% | -4.1% | +1.7% |
| 30D | -6.0% | -3.8% | -2.1% | -5.9% |
| 3M | -6.0% | +3.2% | -9.2% | -6.1% |
| 6M | -9.1% | +35.0% | -44.1% | -9.8% |
| YTD | -10.0% | +150.7% | -160.7% | -12.0% |
| 1Y | -5.8% | +241.0% | -246.8% | -11.8% |
| All | -5.8% | +244.4% | -250.2% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling