+22.4%
XLP vs RVTY
+69.5%
-47.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.2% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +10.3% | +1.0% | +9.2% | +10.2% |
| 3M | +6.5% | +35.8% | -29.3% | +5.9% |
| 6M | +8.4% | +56.7% | -48.3% | +7.1% |
| YTD | +18.2% | +60.7% | -42.5% | +15.4% |
| 1Y | +22.4% | +73.7% | -51.3% | +17.2% |
| All | +22.4% | +69.5% | -47.1% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling