+1,477.5%
XLK vs RVTY
+1,142.3%
+335.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.2% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | -0.1% | +10.8% | -10.9% | -3.7% |
| 3M | +2.1% | +26.8% | -24.7% | -6.7% |
| 6M | +37.2% | +39.3% | -2.1% | +20.5% |
| YTD | +30.8% | +31.6% | -0.8% | +16.7% |
| 1Y | +42.6% | +47.7% | -5.1% | +21.4% |
| 3Y | +121.8% | +19.9% | +101.9% | +95.8% |
| 5Y | +145.7% | -32.3% | +178.0% | +162.7% |
| 10Y | +782.1% | +138.4% | +643.6% | +500.0% |
| All | +1,477.5% | +1,142.3% | +335.2% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling