+120.4%
XLF vs ROIV
+270.3%
-149.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.0% |
| 7D | +1.2% | +5.3% | -4.2% | +0.8% |
| 30D | +6.3% | +11.9% | -5.5% | +5.5% |
| 3M | -0.8% | +10.7% | -11.5% | -1.6% |
| 6M | +11.0% | +34.9% | -23.9% | +8.5% |
| YTD | +5.6% | +79.2% | -73.5% | +1.1% |
| 1Y | +10.8% | +89.0% | -78.2% | +5.6% |
| 3Y | +77.8% | +337.3% | -259.6% | +60.5% |
| 5Y | +55.6% | +402.3% | -346.7% | +31.8% |
| All | +120.4% | +270.3% | -149.8% | +88.9% |
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