+284.5%
ROIV vs XYL
+3.1%
+281.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.0% |
| 7D | +9.2% | -6.0% | +15.2% | +11.5% |
| 30D | +19.9% | -8.3% | +28.2% | +22.5% |
| 3M | +10.6% | -22.6% | +33.2% | +20.3% |
| 6M | +36.1% | -15.0% | +51.1% | +42.0% |
| YTD | +84.3% | -30.2% | +114.5% | +106.6% |
| 1Y | +87.6% | -36.4% | +123.9% | +117.9% |
| 3Y | +353.9% | -0.9% | +354.8% | +340.6% |
| 5Y | +376.1% | -23.4% | +399.4% | +308.5% |
| All | +284.5% | +3.1% | +281.4% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling