+60.8%
XLU vs ROIV
+362.8%
-302.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.3% |
| 7D | +1.2% | +9.2% | -8.0% | +0.5% |
| 30D | +4.6% | +19.9% | -15.3% | +3.1% |
| 3M | +0.7% | +10.6% | -9.9% | -0.3% |
| 6M | -1.7% | +36.1% | -37.8% | -4.6% |
| YTD | +4.8% | +84.3% | -79.5% | -1.8% |
| 1Y | +0.2% | +87.6% | -87.3% | -6.4% |
| All | +60.8% | +362.8% | -302.1% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling