+11.0%
XLF vs ROIV
+36.6%
-25.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.8% |
| 7D | +1.2% | +5.3% | -4.2% | +1.0% |
| 30D | +6.3% | +11.9% | -5.5% | +6.2% |
| 3M | -0.8% | +10.7% | -11.5% | -0.9% |
| 6M | +11.0% | +34.9% | -23.9% | +9.0% |
| All | +11.0% | +36.6% | -25.5% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling