+282.1%
XLE vs ROIV
+248.8%
+33.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 6M | +5.0% | +29.3% | -24.3% | +3.6% |
| YTD | +40.6% | +68.8% | -28.2% | +36.5% |
| 1Y | +45.0% | +81.0% | -36.0% | +40.2% |
| 3Y | +56.3% | +294.6% | -238.3% | +44.8% |
| 5Y | +152.2% | +373.1% | -220.9% | +121.1% |
| All | +282.1% | +248.8% | +33.4% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling