+57.9%
XLP vs ROIV
+248.8%
-190.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | -0.6% |
| 7D | +3.5% | -2.4% | +5.9% | +3.5% |
| 30D | +11.6% | +3.1% | +8.5% | +11.4% |
| 3M | +7.6% | +5.8% | +1.8% | +7.4% |
| 6M | +10.0% | +29.3% | -19.3% | +9.0% |
| YTD | +19.7% | +68.8% | -49.0% | +17.5% |
| 1Y | +23.5% | +81.0% | -57.6% | +20.9% |
| 3Y | +44.0% | +294.6% | -250.6% | +37.3% |
| 5Y | +42.7% | +373.1% | -330.4% | +31.3% |
| All | +57.9% | +248.8% | -190.9% | +46.6% |
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