+208.1%
XLE vs RVMD
+525.1%
-317.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | +4.4% | -0.7% | +5.1% | +4.4% |
| 30D | -4.3% | -6.4% | +2.1% | -3.8% |
| 3M | +6.0% | -14.1% | +20.1% | +7.3% |
| 6M | +13.2% | +21.0% | -7.8% | +10.1% |
| YTD | +46.7% | +121.4% | -74.7% | +30.6% |
| 1Y | +46.6% | +167.9% | -121.3% | +27.3% |
| 3Y | +69.6% | +794.7% | -725.2% | +22.9% |
| 5Y | +166.5% | +437.2% | -270.6% | +93.8% |
| All | +208.1% | +525.1% | -317.0% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling