+44.0%
XLP vs RVTY
+90.0%
-46.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | +0.1% | +6.0% | -5.9% | -0.4% |
| 30D | +8.9% | +4.3% | +4.7% | +8.5% |
| 3M | +7.5% | +40.2% | -32.8% | +4.2% |
| 6M | +9.4% | +59.3% | -49.9% | +4.6% |
| YTD | +19.3% | +66.5% | -47.3% | +13.0% |
| 1Y | +21.7% | +77.5% | -55.7% | +14.3% |
| 3Y | +44.0% | +92.5% | -48.5% | +30.5% |
| All | +44.0% | +90.0% | -46.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling