+202.5%
XOP vs RVMD
+622.3%
-419.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -3.0% | +5.6% | +3.0% |
| 30D | +9.6% | -0.7% | +10.3% | +9.6% |
| 3M | +20.4% | +36.5% | -16.2% | +15.1% |
| 6M | +19.9% | +104.6% | -84.7% | +6.6% |
| YTD | +56.4% | +155.8% | -99.4% | +32.9% |
| 1Y | +52.4% | +340.7% | -288.2% | +18.3% |
| 3Y | +39.9% | +519.9% | -480.0% | -2.1% |
| 5Y | +163.7% | +584.9% | -421.2% | +68.8% |
| All | +202.5% | +622.3% | -419.8% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling