+11.5%
XLP vs ROIV
+34.2%
-22.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.7% | +3.6% |
| 7D | +5.9% | +3.0% | +2.9% | +5.9% |
| 30D | +13.5% | +6.8% | +6.6% | +13.8% |
| 3M | +8.4% | +10.5% | -2.1% | +9.3% |
| 6M | +11.5% | +34.8% | -23.3% | +13.1% |
| All | +11.5% | +34.2% | -22.7% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling