+46.6%
XLE vs ROIV
+91.0%
-44.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +1.2% |
| 7D | +4.4% | +9.2% | -4.8% | +5.0% |
| 30D | -4.3% | +19.9% | -24.2% | -3.0% |
| 3M | +6.0% | +10.6% | -4.6% | +7.0% |
| 6M | +13.2% | +36.1% | -22.8% | +16.4% |
| YTD | +46.7% | +84.3% | -37.6% | +50.9% |
| 1Y | +46.6% | +87.6% | -40.9% | +51.4% |
| All | +46.6% | +91.0% | -44.4% | +51.4% |
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 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