+20.7%
XLK vs ROIV
+97.8%
-77.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.0% |
| 7D | -7.6% | +3.0% | -10.6% | -8.1% |
| 30D | -12.2% | +6.8% | -19.0% | -13.2% |
| 3M | -5.5% | +10.5% | -16.0% | -7.7% |
| 6M | +9.2% | +34.8% | -25.6% | +2.6% |
| YTD | +23.0% | +76.2% | -53.1% | +10.2% |
| 1Y | +20.7% | +92.4% | -71.7% | +6.7% |
| All | +20.7% | +97.8% | -77.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling