+27.6%
XLY vs ROIV
+310.6%
-283.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | -3.9% | +19.0% | -22.8% | -5.6% |
| 30D | -6.1% | +16.1% | -22.2% | -7.6% |
| 3M | -1.2% | +44.1% | -45.3% | -4.9% |
| 6M | -1.8% | +37.8% | -39.6% | -5.3% |
| YTD | -5.9% | +88.7% | -94.5% | -12.1% |
| 1Y | -3.1% | +197.3% | -200.4% | -13.6% |
| 3Y | +36.0% | +224.9% | -188.9% | +18.6% |
| 5Y | +27.6% | +311.0% | -283.5% | -1.6% |
| All | +27.6% | +310.6% | -283.1% | -1.6% |
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