+45.3%
XOP vs RVMD
+244.4%
-199.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.2% | -6.3% |
| 7D | -10.5% | +5.8% | -16.3% | -10.4% |
| 30D | -4.3% | -3.8% | -0.5% | -4.3% |
| 3M | +4.7% | +3.2% | +1.5% | +4.9% |
| 6M | -0.1% | +35.0% | -35.1% | +0.8% |
| YTD | +43.8% | +150.7% | -106.9% | +46.5% |
| 1Y | +45.3% | +241.0% | -195.7% | +38.1% |
| All | +45.3% | +244.4% | -199.1% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling