+258.1%
XOM vs RVMD
+636.2%
-378.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | 0.0% | -0.7% | +0.8% | +0.1% |
| 30D | +3.4% | +0.3% | +3.1% | +3.4% |
| 3M | +11.0% | +38.9% | -27.9% | +7.9% |
| 6M | +10.6% | +108.1% | -97.5% | +3.1% |
| YTD | +39.2% | +160.7% | -121.5% | +26.3% |
| 1Y | +52.7% | +407.3% | -354.6% | +29.5% |
| 3Y | +56.8% | +546.6% | -489.8% | +25.5% |
| 5Y | +261.8% | +579.8% | -318.0% | +175.0% |
| All | +258.1% | +636.2% | -378.1% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling