+205.0%
XLE vs RVMD
+644.5%
-439.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +11.8% | +6.4% | +5.3% | +11.0% |
| 3M | +9.8% | +34.9% | -25.1% | +6.1% |
| 6M | +15.6% | +107.6% | -92.0% | +5.3% |
| YTD | +45.3% | +163.7% | -118.4% | +27.4% |
| 1Y | +48.3% | +439.2% | -390.9% | +18.3% |
| 3Y | +55.4% | +499.2% | -443.8% | +17.8% |
| 5Y | +216.1% | +621.7% | -405.6% | +119.0% |
| All | +205.0% | +644.5% | -439.5% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling