+211.6%
XOM vs RVTY
-15.1%
+226.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -3.6% | +1.5% | -5.2% | -3.8% |
| 3M | +8.2% | +31.5% | -23.2% | +5.6% |
| 6M | +14.0% | +62.7% | -48.6% | +8.9% |
| YTD | +44.6% | +60.0% | -15.4% | +37.7% |
| 1Y | +47.8% | +65.7% | -17.9% | +39.9% |
| 3Y | +79.6% | +85.2% | -5.6% | +67.1% |
| All | +211.6% | -15.1% | +226.7% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling