+180.9%
XLK vs ROIV
+276.5%
-95.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.9% |
| 7D | +3.4% | +1.7% | +1.7% | +3.2% |
| 30D | -10.6% | +17.6% | -28.2% | -12.2% |
| 3M | -10.6% | +9.0% | -19.6% | -11.8% |
| 6M | -3.5% | +35.3% | -38.8% | -7.1% |
| YTD | +18.7% | +82.2% | -63.5% | +10.5% |
| 1Y | +19.4% | +92.3% | -72.8% | +10.4% |
| 3Y | +94.5% | +336.8% | -242.3% | +65.0% |
| 5Y | +111.2% | +370.6% | -259.4% | +63.2% |
| All | +180.9% | +276.5% | -95.6% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling