+199.7%
XOP vs RVMD
+634.9%
-435.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | +16.5% | +1.1% | +15.5% | +16.3% |
| 3M | +15.7% | +39.6% | -23.9% | +10.3% |
| 6M | +19.2% | +110.7% | -91.5% | +5.6% |
| YTD | +55.0% | +160.3% | -105.3% | +31.4% |
| 1Y | +54.2% | +404.9% | -350.7% | +16.9% |
| 3Y | +35.9% | +545.5% | -509.6% | -5.5% |
| 5Y | +162.4% | +584.7% | -422.3% | +68.3% |
| All | +199.7% | +634.9% | -435.2% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling