+292.9%
XLE vs ROIV
+298.6%
-5.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | -0.2% | +9.5% | -9.7% | -0.6% |
| 30D | -4.0% | +21.0% | -25.0% | -4.7% |
| 3M | +4.6% | +18.7% | -14.1% | +3.8% |
| 6M | +12.3% | +44.5% | -32.2% | +10.3% |
| YTD | +44.5% | +92.9% | -48.3% | +39.6% |
| 1Y | +42.4% | +100.2% | -57.8% | +37.2% |
| 3Y | +67.0% | +375.0% | -308.0% | +53.6% |
| 5Y | +161.9% | +435.2% | -273.3% | +128.3% |
| All | +292.9% | +298.6% | -5.7% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling