+14.6%
XRT vs ROIV
+93.5%
-78.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.2% |
| 7D | +0.9% | +5.3% | -4.5% | +0.4% |
| 30D | +7.9% | +11.9% | -3.9% | +7.0% |
| 3M | -0.2% | +10.7% | -10.9% | -1.1% |
| 6M | +5.6% | +34.9% | -29.3% | +1.5% |
| YTD | +5.7% | +79.2% | -73.5% | -2.0% |
| 1Y | +14.6% | +89.0% | -74.4% | +5.3% |
| All | +14.6% | +93.5% | -78.9% | +5.3% |
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