+20.7%
XLK vs RVMD
+244.4%
-223.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -7.6% | +5.8% | -13.4% | -8.1% |
| 30D | -12.2% | -3.8% | -8.3% | -11.9% |
| 3M | -5.5% | +3.2% | -8.7% | -5.8% |
| 6M | +9.2% | +35.0% | -25.8% | +6.7% |
| YTD | +23.0% | +150.7% | -127.7% | +15.8% |
| 1Y | +20.7% | +241.0% | -220.3% | +5.5% |
| All | +20.7% | +244.4% | -223.7% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling