+54.8%
XOP vs RVTY
+139.0%
-84.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.0% |
| 7D | +1.6% | -7.4% | +9.1% | +4.1% |
| 30D | +9.6% | +4.5% | +5.1% | +7.8% |
| 3M | +16.9% | +19.5% | -2.5% | +9.6% |
| 6M | +24.0% | +34.1% | -10.1% | +10.1% |
| YTD | +56.2% | +25.3% | +30.9% | +41.1% |
| 1Y | +51.8% | +47.0% | +4.8% | +28.4% |
| 3Y | +37.0% | +14.1% | +22.8% | +22.3% |
| 5Y | +163.4% | -34.6% | +198.0% | +185.6% |
| All | +54.8% | +139.0% | -84.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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