+54.6%
XLE vs ROIV
+200.3%
-145.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +11.8% | +1.0% | +10.8% | +11.6% |
| 3M | +9.8% | +18.3% | -8.5% | +8.2% |
| 6M | +15.6% | +18.3% | -2.7% | +13.6% |
| YTD | +45.3% | +61.0% | -15.7% | +37.2% |
| 1Y | +48.3% | +177.9% | -129.6% | +29.1% |
| All | +54.6% | +200.3% | -145.7% | +30.1% |
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