+28.4%
XLY vs RVMD
+576.1%
-547.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -1.3% |
| 30D | -4.2% | -0.7% | -3.5% | -4.2% |
| 3M | -2.7% | +36.5% | -39.2% | -6.9% |
| 6M | -0.6% | +104.6% | -105.2% | -11.3% |
| YTD | -5.0% | +155.8% | -160.9% | -18.8% |
| 1Y | -4.1% | +340.7% | -344.8% | -24.9% |
| 3Y | +33.6% | +519.9% | -486.3% | -4.7% |
| All | +28.4% | +576.1% | -547.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling