+39.4%
XOP vs RVMD
+549.6%
-510.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | +10.8% | +0.3% | +10.5% | +10.8% |
| 3M | +19.5% | +38.9% | -19.4% | +16.9% |
| 6M | +21.6% | +108.1% | -86.5% | +14.7% |
| YTD | +55.8% | +160.7% | -104.9% | +42.8% |
| 1Y | +54.6% | +407.3% | -352.6% | +30.8% |
| All | +39.4% | +549.6% | -510.2% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling