+261.8%
XOM vs RVTY
-34.2%
+296.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.8% | +2.4% |
| 7D | 0.0% | -5.4% | +5.5% | +0.5% |
| 30D | +3.4% | +6.7% | -3.3% | +2.8% |
| 3M | +11.0% | +19.0% | -8.0% | +9.1% |
| 6M | +10.6% | +34.6% | -24.0% | +7.1% |
| YTD | +39.2% | +28.3% | +10.9% | +35.2% |
| 1Y | +52.7% | +46.0% | +6.7% | +45.5% |
| 3Y | +56.8% | +16.9% | +39.9% | +52.1% |
| 5Y | +261.8% | -32.9% | +294.7% | +239.7% |
| All | +261.8% | -34.2% | +296.0% | +239.7% |
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