+61.8%
XLU vs ROIV
+289.9%
-228.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -1.2% | +19.0% | -20.2% | -1.8% |
| 30D | -2.5% | +16.1% | -18.7% | -3.1% |
| 3M | -2.7% | +44.1% | -46.9% | -4.0% |
| 6M | -7.5% | +37.8% | -45.3% | -8.6% |
| YTD | +0.9% | +88.7% | -87.7% | -1.5% |
| 1Y | +3.3% | +197.3% | -194.0% | -0.8% |
| 3Y | +47.3% | +224.9% | -177.6% | +40.3% |
| 5Y | +44.4% | +311.0% | -266.6% | +32.3% |
| All | +61.8% | +289.9% | -228.2% | +49.3% |
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