+218.0%
XLE vs RVTY
-30.5%
+248.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +11.8% | +13.2% | -1.4% | +10.0% |
| 3M | +9.8% | +27.2% | -17.4% | +6.1% |
| 6M | +15.6% | +32.4% | -16.8% | +10.7% |
| YTD | +45.3% | +34.9% | +10.4% | +38.2% |
| 1Y | +48.3% | +52.4% | -4.1% | +37.7% |
| 3Y | +55.4% | +12.3% | +43.2% | +49.6% |
| All | +218.0% | -30.5% | +248.5% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling