+22.4%
XLP vs ROIV
+93.5%
-71.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.3% |
| 7D | +0.7% | +5.3% | -4.6% | +0.8% |
| 30D | +10.3% | +11.9% | -1.6% | +10.4% |
| 3M | +6.5% | +10.7% | -4.2% | +6.7% |
| 6M | +8.4% | +34.9% | -26.5% | +8.3% |
| YTD | +18.2% | +79.2% | -61.0% | +16.9% |
| 1Y | +22.4% | +89.0% | -66.6% | +20.9% |
| All | +22.4% | +93.5% | -71.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling