+58.8%
XRT vs RVMD
+781.3%
-722.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +1.7% | -10.4% | +12.1% | +2.8% |
| 30D | +7.5% | -11.0% | +18.5% | +8.5% |
| 3M | +2.2% | -14.7% | +16.9% | +3.5% |
| 6M | +14.7% | +14.9% | -0.2% | +12.2% |
| YTD | +7.5% | +116.3% | -108.8% | -5.1% |
| 1Y | +14.1% | +167.6% | -153.5% | -3.4% |
| 3Y | +58.8% | +776.8% | -718.0% | -8.0% |
| All | +58.8% | +781.3% | -722.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling