+57.6%
XLP vs ROIV
+280.9%
-223.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.3% |
| 7D | -0.2% | +9.2% | -9.4% | -0.5% |
| 30D | +8.2% | +19.9% | -11.7% | +7.6% |
| 3M | +7.7% | +10.6% | -2.9% | +7.4% |
| 6M | +9.3% | +36.1% | -26.8% | +8.2% |
| YTD | +19.5% | +84.3% | -64.8% | +17.0% |
| 1Y | +21.0% | +87.6% | -66.6% | +18.4% |
| 3Y | +43.2% | +353.9% | -310.7% | +36.1% |
| 5Y | +42.7% | +376.1% | -333.4% | +31.2% |
| All | +57.6% | +280.9% | -223.3% | +45.9% |
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