+139.5%
XLP vs RVTY
+211.6%
-72.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +7.3% | +1.5% | +5.8% | +6.8% |
| 3M | +8.1% | +31.5% | -23.4% | +2.8% |
| 6M | +10.5% | +62.7% | -52.2% | +1.0% |
| YTD | +21.2% | +60.0% | -38.8% | +10.3% |
| 1Y | +22.7% | +65.7% | -43.0% | +10.9% |
| 3Y | +44.8% | +85.2% | -40.4% | +24.9% |
| 5Y | +44.7% | -14.9% | +59.6% | +44.8% |
| All | +139.5% | +211.6% | -72.1% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling