+49.9%
XLE vs ROIV
+97.8%
-48.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.1% | -10.8% | -4.3% |
| 7D | -7.2% | +3.0% | -10.2% | -6.9% |
| 30D | +0.1% | +6.8% | -6.7% | +0.7% |
| 3M | +9.2% | +10.5% | -1.3% | +10.3% |
| 6M | +8.4% | +34.8% | -26.4% | +11.2% |
| YTD | +44.9% | +76.2% | -31.3% | +48.7% |
| 1Y | +49.9% | +92.4% | -42.5% | +55.3% |
| All | +49.9% | +97.8% | -48.0% | +55.3% |
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