+71.5%
XLI vs ROIV
+357.5%
-286.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +3.8% | +1.7% | +2.1% | +3.5% |
| 30D | +1.0% | +17.6% | -16.5% | -1.6% |
| 3M | -8.9% | +9.0% | -17.9% | -10.6% |
| 6M | -2.3% | +35.3% | -37.6% | -8.3% |
| YTD | +9.7% | +82.2% | -72.5% | -3.4% |
| 1Y | +12.3% | +92.3% | -80.0% | -2.3% |
| 3Y | +71.5% | +336.8% | -265.3% | +22.0% |
| All | +71.5% | +357.5% | -286.1% | +22.0% |
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 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