+72.4%
XLI vs ROIV
+201.4%
-129.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -5.9% | +1.0% | -6.9% | -6.2% |
| 3M | -0.3% | +18.3% | -18.5% | -2.8% |
| 6M | +0.1% | +18.3% | -18.2% | -2.7% |
| YTD | +13.6% | +61.0% | -47.4% | +5.3% |
| 1Y | +17.2% | +177.9% | -160.7% | +0.1% |
| All | +72.4% | +201.4% | -129.0% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling