+508.9%
XLP vs RVTY
+1,173.0%
-664.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -0.9% | +13.2% | -14.1% | -2.5% |
| 3M | +3.8% | +27.2% | -23.4% | +0.3% |
| 6M | -1.7% | +32.4% | -34.1% | -5.8% |
| YTD | +10.3% | +34.9% | -24.6% | +5.2% |
| 1Y | +7.8% | +52.4% | -44.6% | +0.9% |
| 3Y | +27.2% | +12.3% | +14.9% | +22.2% |
| 5Y | +32.5% | -30.8% | +63.3% | +34.5% |
| 10Y | +101.8% | +150.7% | -48.9% | +70.8% |
| All | +508.9% | +1,173.0% | -664.0% | +269.6% |
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