+163.9%
XLE vs RVTY
+217.6%
-53.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.3% |
| 7D | -7.9% | +6.0% | -13.9% | -9.2% |
| 30D | -4.8% | +4.3% | -9.1% | -6.0% |
| 3M | +8.4% | +40.2% | -31.9% | -0.8% |
| 6M | +12.7% | +59.3% | -46.6% | -0.7% |
| YTD | +41.3% | +66.5% | -25.2% | +21.5% |
| 1Y | +42.3% | +77.5% | -35.2% | +20.0% |
| 3Y | +65.1% | +92.5% | -27.4% | +31.3% |
| 5Y | +150.2% | -6.8% | +157.0% | +141.3% |
| 10Y | +163.9% | +225.4% | -61.5% | +43.7% |
| All | +163.9% | +217.6% | -53.7% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling