+86.6%
XOP vs RVTY
-7.6%
+94.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -8.4% | -2.7% | -5.7% | -7.9% |
| 30D | -8.4% | +3.2% | -11.6% | -9.0% |
| 3M | +0.2% | +37.2% | -37.0% | -6.1% |
| 6M | +7.2% | +57.7% | -50.5% | -2.7% |
| YTD | +40.8% | +64.8% | -24.0% | +25.3% |
| 1Y | +36.3% | +72.8% | -36.5% | +19.5% |
| 3Y | +37.2% | +89.8% | -52.6% | +15.2% |
| 5Y | +86.6% | -8.4% | +95.1% | +70.8% |
| All | +86.6% | -7.6% | +94.2% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling