+146.6%
XLK vs ROIV
+319.8%
-173.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.3% | +22.3% | -20.0% | -0.1% |
| 30D | +0.8% | +16.9% | -16.0% | -1.1% |
| 3M | +4.1% | +43.9% | -39.9% | -0.2% |
| 6M | +34.8% | +41.6% | -6.8% | +29.2% |
| YTD | +30.8% | +92.7% | -61.9% | +21.2% |
| 1Y | +42.4% | +210.2% | -167.8% | +25.5% |
| 3Y | +121.8% | +231.8% | -110.0% | +91.7% |
| 5Y | +146.6% | +319.8% | -173.2% | +87.6% |
| All | +146.6% | +319.8% | -173.2% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling