+208.6%
XLK vs ROIV
+232.7%
-24.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +0.9% | +0.6% | +0.2% | +0.8% |
| 30D | +0.7% | +1.0% | -0.2% | +0.6% |
| 3M | -2.9% | +18.3% | -21.2% | -4.7% |
| 6M | +34.3% | +18.3% | +15.9% | +31.5% |
| YTD | +30.4% | +61.0% | -30.6% | +23.4% |
| 1Y | +43.4% | +177.9% | -134.5% | +28.0% |
| 3Y | +116.8% | +199.1% | -82.2% | +89.9% |
| 5Y | +144.0% | +250.7% | -106.7% | +99.3% |
| All | +208.6% | +232.7% | -24.1% | +158.1% |
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 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