+273.8%
ROIV vs XYL
+7.3%
+266.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.9% |
| 7D | +5.3% | +5.9% | -0.5% | +3.1% |
| 30D | +11.9% | -3.9% | +15.8% | +12.5% |
| 3M | +10.7% | -18.7% | +29.4% | +18.3% |
| 6M | +34.9% | -16.9% | +51.8% | +42.2% |
| YTD | +79.2% | -27.4% | +106.5% | +98.1% |
| 1Y | +89.0% | -34.0% | +123.0% | +116.8% |
| 3Y | +337.3% | +5.6% | +331.8% | +315.4% |
| 5Y | +402.3% | -20.6% | +422.9% | +325.1% |
| All | +273.8% | +7.3% | +266.6% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling