+150.2%
XLE vs ROIV
+433.0%
-282.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.3% |
| 7D | -7.9% | +13.3% | -21.2% | -8.4% |
| 30D | -4.8% | +14.8% | -19.6% | -5.4% |
| 3M | +8.4% | +11.9% | -3.6% | +7.7% |
| 6M | +12.7% | +42.4% | -29.7% | +10.6% |
| YTD | +41.3% | +87.4% | -46.1% | +36.3% |
| 1Y | +42.3% | +97.2% | -54.9% | +36.7% |
| 3Y | +65.1% | +375.7% | -310.6% | +50.9% |
| 5Y | +150.2% | +379.0% | -228.8% | +111.8% |
| All | +150.2% | +433.0% | -282.8% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling