+123.3%
XLF vs ROIV
+232.7%
-109.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | +0.2% | +1.0% | -0.8% | +0.1% |
| 3M | +11.7% | +18.3% | -6.6% | +10.3% |
| 6M | +13.8% | +18.3% | -4.5% | +12.3% |
| YTD | +7.0% | +61.0% | -54.0% | +3.3% |
| 1Y | +9.1% | +177.9% | -168.7% | +1.6% |
| 3Y | +75.6% | +199.1% | -123.4% | +61.4% |
| 5Y | +66.4% | +250.7% | -184.3% | +43.6% |
| All | +123.3% | +232.7% | -109.4% | +93.0% |
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