+163.4%
XOP vs RVMD
+560.0%
-396.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +1.6% | -3.6% | +5.2% | +1.9% |
| 30D | +9.6% | -1.1% | +10.7% | +9.6% |
| 3M | +16.9% | +41.0% | -24.1% | +13.6% |
| 6M | +24.0% | +105.7% | -81.7% | +15.5% |
| YTD | +56.2% | +155.3% | -99.1% | +41.4% |
| 1Y | +51.8% | +402.7% | -350.9% | +27.3% |
| 3Y | +37.0% | +533.1% | -496.1% | +9.2% |
| 5Y | +163.4% | +583.5% | -420.1% | +105.3% |
| All | +163.4% | +560.0% | -396.6% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling