+235.9%
ROIV vs XPO
+371.6%
-135.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +0.4% |
| 7D | +0.6% | +2.4% | -1.8% | 0.0% |
| 30D | +1.0% | -3.5% | +4.5% | +1.7% |
| 3M | +18.3% | -11.9% | +30.2% | +21.6% |
| 6M | +18.3% | -10.0% | +28.3% | +20.4% |
| YTD | +61.0% | +42.1% | +18.9% | +46.1% |
| 1Y | +177.9% | +47.6% | +130.3% | +148.3% |
| 3Y | +199.1% | +153.6% | +45.5% | +118.4% |
| 5Y | +250.7% | +266.5% | -15.8% | +89.5% |
| All | +235.9% | +371.6% | -135.7% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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