+24.3%
XLP vs RVMD
+244.4%
-220.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.5% | +3.4% |
| 7D | +5.9% | +5.8% | +0.1% | +6.1% |
| 30D | +13.5% | -3.8% | +17.3% | +13.4% |
| 3M | +8.4% | +3.2% | +5.2% | +8.6% |
| 6M | +11.5% | +35.0% | -23.5% | +12.4% |
| YTD | +20.6% | +150.7% | -130.1% | +23.9% |
| 1Y | +24.3% | +241.0% | -216.6% | +29.2% |
| All | +24.3% | +244.4% | -220.1% | +29.2% |
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