+255.6%
XOM vs RVMD
+574.7%
-319.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | +1.9% | -3.6% | +5.4% | +2.0% |
| 30D | +4.1% | -1.1% | +5.1% | +4.1% |
| 3M | +10.4% | +41.0% | -30.6% | +9.2% |
| 6M | +13.0% | +105.7% | -92.7% | +10.0% |
| YTD | +40.1% | +155.3% | -115.2% | +34.8% |
| 1Y | +51.1% | +402.7% | -351.6% | +40.9% |
| 3Y | +57.7% | +533.1% | -475.4% | +43.2% |
| All | +255.6% | +574.7% | -319.1% | +215.8% |
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