+203.5%
XLE vs RVMD
+540.6%
-337.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.5% |
| 7D | -0.2% | -9.5% | +9.3% | +0.7% |
| 30D | -4.0% | -6.8% | +2.8% | -3.5% |
| 3M | +4.6% | -12.1% | +16.7% | +5.6% |
| 6M | +12.3% | +25.4% | -13.0% | +8.9% |
| YTD | +44.5% | +126.9% | -82.3% | +28.4% |
| 1Y | +42.4% | +182.0% | -139.6% | +22.9% |
| 3Y | +67.0% | +816.8% | -749.8% | +20.8% |
| 5Y | +161.9% | +464.0% | -302.1% | +88.9% |
| All | +203.5% | +540.6% | -337.0% | +70.9% |
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 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