+121.8%
XLK vs ROIV
+253.6%
-131.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +18.8% | -18.4% | -3.0% |
| 7D | +2.3% | +20.2% | -17.9% | -1.3% |
| 30D | -0.1% | +14.1% | -14.2% | -2.7% |
| 3M | +2.1% | +45.6% | -43.5% | -4.8% |
| 6M | +37.2% | +44.1% | -7.0% | +27.6% |
| YTD | +30.8% | +91.2% | -60.3% | +15.4% |
| 1Y | +42.6% | +221.3% | -178.7% | +14.2% |
| 3Y | +121.8% | +229.2% | -107.4% | +67.4% |
| All | +121.8% | +253.6% | -131.8% | +67.4% |
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 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