+55.9%
XLP vs ROIV
+270.3%
-214.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.4% |
| 7D | +0.7% | +5.3% | -4.6% | +0.6% |
| 30D | +10.3% | +11.9% | -1.6% | +9.9% |
| 3M | +6.5% | +10.7% | -4.2% | +6.2% |
| 6M | +8.4% | +34.9% | -26.5% | +7.3% |
| YTD | +18.2% | +79.2% | -61.0% | +15.8% |
| 1Y | +22.4% | +89.0% | -66.6% | +19.7% |
| 3Y | +41.9% | +337.3% | -295.4% | +35.0% |
| 5Y | +40.9% | +402.3% | -361.5% | +29.4% |
| All | +55.9% | +270.3% | -214.4% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling