+262.0%
XOM vs RVMD
+622.3%
-360.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -3.0% | +7.1% | +4.3% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | +14.0% | +36.5% | -22.6% | +11.0% |
| 6M | +11.0% | +104.6% | -93.6% | +3.6% |
| YTD | +40.7% | +155.8% | -115.1% | +27.9% |
| 1Y | +52.3% | +340.7% | -288.4% | +31.0% |
| 3Y | +60.5% | +519.9% | -459.5% | +29.0% |
| 5Y | +266.4% | +584.9% | -318.5% | +177.6% |
| All | +262.0% | +622.3% | -360.4% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling