+8.4%
XLP vs RVMD
+31.1%
-22.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.2% | -9.5% | -0.6% |
| 7D | +0.7% | +0.5% | +0.2% | +1.0% |
| 30D | +10.3% | -4.3% | +14.5% | +10.0% |
| 3M | +6.5% | -2.8% | +9.3% | +6.7% |
| 6M | +8.4% | +27.3% | -18.9% | +11.9% |
| All | +8.4% | +31.1% | -22.7% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling