+52.8%
XLU vs ROIV
+413.4%
-360.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.1% |
| 7D | +1.2% | +9.2% | -8.0% | +0.8% |
| 30D | +4.6% | +19.9% | -15.3% | +3.9% |
| 3M | +0.7% | +10.6% | -9.9% | +0.2% |
| 6M | -1.7% | +36.1% | -37.8% | -3.0% |
| YTD | +4.8% | +84.3% | -79.5% | +2.0% |
| 1Y | +0.2% | +87.6% | -87.3% | -2.5% |
| 3Y | +58.9% | +353.9% | -295.1% | +49.2% |
| 5Y | +52.8% | +376.1% | -323.3% | +39.2% |
| All | +52.8% | +413.4% | -360.6% | +39.2% |
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 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