-20.6%
XYL vs RVTY
+43.7%
-64.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.5% |
| 7D | +0.8% | -5.4% | +6.3% | +2.1% |
| 30D | -10.8% | +6.7% | -17.6% | -12.3% |
| 3M | -2.5% | +19.0% | -21.6% | -7.0% |
| 6M | -12.2% | +34.6% | -46.8% | -19.2% |
| YTD | -20.1% | +28.3% | -48.3% | -25.8% |
| 1Y | -20.6% | +46.0% | -66.7% | -28.9% |
| All | -20.6% | +43.7% | -64.3% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling