+59.4%
XRT vs ROIV
+248.8%
-189.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.6% |
| 30D | +9.8% | +3.1% | +6.7% | +9.4% |
| 3M | -0.2% | +5.8% | -6.0% | -1.1% |
| 6M | +8.4% | +29.3% | -20.9% | +4.8% |
| YTD | +7.5% | +68.8% | -61.2% | +0.7% |
| 1Y | +13.2% | +81.0% | -67.9% | +5.1% |
| 3Y | +52.0% | +294.6% | -242.6% | +29.5% |
| 5Y | -3.2% | +373.1% | -376.3% | -25.8% |
| All | +59.4% | +248.8% | -189.3% | +22.1% |
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 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