+60.5%
XOM vs RVTY
+17.0%
+43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | +4.1% | -4.5% | +8.6% | +4.4% |
| 30D | +4.6% | +5.5% | -0.9% | +4.1% |
| 3M | +14.0% | +22.5% | -8.6% | +12.0% |
| 6M | +11.0% | +38.9% | -27.9% | +7.2% |
| YTD | +40.7% | +28.7% | +12.0% | +36.9% |
| 1Y | +52.3% | +45.5% | +6.8% | +45.0% |
| 3Y | +60.5% | +16.4% | +44.1% | +56.4% |
| All | +60.5% | +17.0% | +43.4% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling