+371.2%
XOM vs ROIV
+232.7%
+138.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.7% |
| 7D | +1.8% | +0.6% | +1.1% | +1.7% |
| 30D | +5.9% | +1.0% | +4.9% | +5.8% |
| 3M | +5.6% | +18.3% | -12.7% | +4.8% |
| 6M | +7.9% | +18.3% | -10.5% | +7.0% |
| YTD | +35.2% | +61.0% | -25.8% | +32.0% |
| 1Y | +46.0% | +177.9% | -131.9% | +38.7% |
| 3Y | +55.0% | +199.1% | -144.0% | +45.8% |
| 5Y | +246.3% | +250.7% | -4.4% | +202.7% |
| All | +371.2% | +232.7% | +138.5% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling