+73.1%
XOP vs RVTY
+791.8%
-718.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -7.3% | +1.7% | -9.0% | -8.5% |
| 3M | +1.4% | +36.8% | -35.4% | -13.9% |
| 6M | +7.8% | +60.1% | -52.3% | -16.3% |
| YTD | +44.5% | +64.0% | -19.4% | +7.6% |
| 1Y | +37.0% | +68.2% | -31.2% | +0.4% |
| 3Y | +40.8% | +88.8% | -48.0% | -8.6% |
| 5Y | +88.7% | -10.5% | +99.2% | +72.3% |
| 10Y | +49.9% | +219.7% | -169.8% | -43.0% |
| All | +73.1% | +791.8% | -718.7% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling