+68.4%
XLE vs RVTY
+88.5%
-20.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +4.4% | +4.1% | +0.3% | +3.9% |
| 30D | -4.3% | +1.3% | -5.6% | -4.5% |
| 3M | +6.0% | +33.3% | -27.2% | +2.3% |
| 6M | +13.2% | +58.3% | -45.1% | +6.5% |
| YTD | +46.7% | +62.7% | -16.0% | +36.5% |
| 1Y | +46.6% | +67.2% | -20.6% | +35.4% |
| All | +68.4% | +88.5% | -20.2% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling