+186.7%
XLK vs ROIV
+280.9%
-94.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.2% |
| 7D | +7.0% | +9.2% | -2.2% | +5.9% |
| 30D | -11.5% | +19.9% | -31.4% | -13.3% |
| 3M | -7.9% | +10.6% | -18.5% | -9.2% |
| 6M | -0.6% | +36.1% | -36.6% | -4.4% |
| YTD | +21.1% | +84.3% | -63.2% | +12.6% |
| 1Y | +18.8% | +87.6% | -68.7% | +10.2% |
| 3Y | +97.3% | +353.9% | -256.6% | +66.9% |
| 5Y | +115.5% | +376.1% | -260.5% | +66.4% |
| All | +186.7% | +280.9% | -94.2% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling