+205.2%
XLK vs ROIV
+289.9%
-84.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -0.4% | +19.0% | -19.4% | -2.5% |
| 30D | -0.5% | +16.1% | -16.6% | -2.3% |
| 3M | +5.0% | +44.1% | -39.1% | +0.6% |
| 6M | +32.9% | +37.8% | -5.0% | +27.7% |
| YTD | +29.0% | +88.7% | -59.7% | +19.7% |
| 1Y | +37.8% | +197.3% | -159.5% | +21.9% |
| 3Y | +118.7% | +224.9% | -106.2% | +89.0% |
| 5Y | +145.6% | +311.0% | -165.5% | +96.7% |
| All | +205.2% | +289.9% | -84.7% | +150.4% |
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