+561.3%
XLP vs RVTY
+1,375.1%
-813.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.1% |
| 7D | +3.5% | -9.0% | +12.5% | +4.6% |
| 30D | +11.6% | -1.6% | +13.1% | +11.6% |
| 3M | +7.6% | +31.2% | -23.6% | +3.5% |
| 6M | +10.0% | +63.6% | -53.6% | +2.5% |
| YTD | +19.7% | +56.3% | -36.5% | +11.7% |
| 1Y | +23.5% | +63.3% | -39.9% | +14.4% |
| 3Y | +44.0% | +72.4% | -28.5% | +30.6% |
| 5Y | +42.7% | -9.6% | +52.3% | +39.4% |
| 10Y | +131.3% | +203.7% | -72.4% | +90.5% |
| All | +561.3% | +1,375.1% | -813.8% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling