+45.8%
XLU vs ROIV
+319.4%
-273.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | +0.6% | +22.3% | -21.7% | -0.1% |
| 30D | -0.4% | +16.9% | -17.3% | -1.0% |
| 3M | -1.7% | +43.9% | -45.7% | -3.0% |
| 6M | -7.1% | +41.6% | -48.7% | -8.3% |
| YTD | +1.9% | +92.7% | -90.7% | -0.5% |
| 1Y | +6.1% | +210.2% | -204.1% | +1.9% |
| 3Y | +48.8% | +231.8% | -183.1% | +41.7% |
| All | +45.8% | +319.4% | -273.5% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling