+37.8%
XLK vs ROIV
+203.5%
-165.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -0.4% | +19.0% | -19.4% | -3.4% |
| 30D | -0.5% | +16.1% | -16.6% | -3.1% |
| 3M | +5.0% | +44.1% | -39.1% | -1.3% |
| 6M | +32.9% | +37.8% | -5.0% | +25.1% |
| YTD | +29.0% | +88.7% | -59.7% | +16.3% |
| 1Y | +37.8% | +197.3% | -159.5% | +25.1% |
| All | +37.8% | +203.5% | -165.6% | +25.1% |
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 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