+49.9%
XLE vs RVMD
+244.4%
-194.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.6% | -4.7% |
| 7D | -7.2% | +5.8% | -13.0% | -7.1% |
| 30D | +0.1% | -3.8% | +4.0% | +0.1% |
| 3M | +9.2% | +3.2% | +6.0% | +9.3% |
| 6M | +8.4% | +35.0% | -26.7% | +9.0% |
| YTD | +44.9% | +150.7% | -105.8% | +48.1% |
| 1Y | +49.9% | +241.0% | -191.1% | +48.9% |
| All | +49.9% | +244.4% | -194.5% | +48.9% |
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