+58.1%
XLE vs ROIV
+290.8%
-232.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.8% |
| 7D | -10.3% | -2.4% | -7.9% | -10.2% |
| 30D | -3.3% | +3.1% | -6.4% | -3.5% |
| 3M | +8.2% | +5.8% | +2.3% | +7.6% |
| 6M | +5.0% | +29.3% | -24.3% | +2.5% |
| YTD | +40.6% | +68.8% | -28.2% | +31.8% |
| 1Y | +45.0% | +81.0% | -36.0% | +34.1% |
| All | +58.1% | +290.8% | -232.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling