-4.1%
XLY vs ROIV
+195.2%
-199.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.7% | +16.9% | -18.6% | -2.9% |
| 30D | -4.2% | +12.9% | -17.1% | -5.1% |
| 3M | -2.7% | +37.3% | -40.0% | -5.7% |
| 6M | -0.6% | +38.0% | -38.6% | -4.3% |
| YTD | -5.0% | +88.1% | -93.1% | -9.5% |
| 1Y | -4.1% | +183.3% | -187.4% | -10.1% |
| All | -4.1% | +195.2% | -199.3% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling