+29.5%
XLB vs ROIV
+97.8%
-68.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +2.1% |
| 7D | +3.9% | +3.0% | +0.9% | +3.7% |
| 30D | +8.9% | +6.8% | +2.0% | +8.4% |
| 3M | +4.1% | +10.5% | -6.4% | +3.1% |
| 6M | +7.3% | +34.8% | -27.5% | +3.7% |
| YTD | +20.4% | +76.2% | -55.8% | +13.2% |
| 1Y | +29.5% | +92.4% | -62.9% | +19.7% |
| All | +29.5% | +97.8% | -68.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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