-2.8%
XLC vs RVTY
+43.7%
-46.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -1.4% | -5.4% | +4.0% | -0.8% |
| 30D | -0.9% | +6.7% | -7.6% | -1.6% |
| 3M | -0.3% | +19.0% | -19.3% | -2.5% |
| 6M | -5.2% | +34.6% | -39.8% | -9.2% |
| YTD | -5.3% | +28.3% | -33.6% | -9.1% |
| 1Y | -2.8% | +46.0% | -48.9% | -8.0% |
| All | -2.8% | +43.7% | -46.5% | -8.0% |
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