-5.8%
XLC vs RVTY
+74.0%
-79.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +5.9% | +3.7% |
| 7D | +1.8% | -3.6% | +5.3% | +2.1% |
| 30D | -6.0% | +1.4% | -7.3% | -6.2% |
| 3M | -6.0% | +43.2% | -49.2% | -9.5% |
| 6M | -9.1% | +84.5% | -93.5% | -15.7% |
| YTD | -10.0% | +65.2% | -75.2% | -16.1% |
| 1Y | -5.8% | +74.3% | -80.1% | -14.0% |
| All | -5.8% | +74.0% | -79.8% | -14.0% |
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