+45.4%
XLP vs ROIV
+232.7%
-187.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -1.0% | +0.6% | -1.7% | -1.0% |
| 30D | -0.9% | +1.0% | -1.8% | -0.9% |
| 3M | +3.8% | +18.3% | -14.5% | +3.2% |
| 6M | -1.7% | +18.3% | -20.1% | -2.4% |
| YTD | +10.3% | +61.0% | -50.7% | +8.4% |
| 1Y | +7.8% | +177.9% | -170.1% | +4.1% |
| 3Y | +27.2% | +199.1% | -171.9% | +22.0% |
| 5Y | +32.5% | +250.7% | -218.2% | +23.1% |
| All | +45.4% | +232.7% | -187.3% | +35.2% |
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