+65.3%
XLC vs ROIV
+270.3%
-205.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | 0.0% |
| 7D | +4.9% | +5.3% | -0.4% | +4.5% |
| 30D | -5.8% | +11.9% | -17.7% | -6.6% |
| 3M | -5.4% | +10.7% | -16.1% | -6.3% |
| 6M | -10.2% | +34.9% | -45.1% | -12.5% |
| YTD | -10.2% | +79.2% | -89.3% | -14.5% |
| 1Y | -5.6% | +89.0% | -94.6% | -10.6% |
| 3Y | +61.0% | +337.3% | -276.4% | +42.5% |
| 5Y | +35.2% | +402.3% | -367.1% | +10.5% |
| All | +65.3% | +270.3% | -205.0% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling