-60.5%
XYZ vs ROIV
+248.8%
-309.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.1% |
| 7D | +9.2% | -2.4% | +11.6% | +9.9% |
| 30D | +9.8% | +3.1% | +6.7% | +9.1% |
| 3M | -0.2% | +5.8% | -6.0% | -2.2% |
| 6M | +18.0% | +29.3% | -11.4% | +9.8% |
| YTD | +29.1% | +68.8% | -39.6% | +12.5% |
| 1Y | +14.1% | +81.0% | -66.9% | -2.2% |
| 3Y | +72.6% | +294.6% | -222.0% | +22.6% |
| 5Y | -64.6% | +373.1% | -437.7% | -80.2% |
| All | -60.5% | +248.8% | -309.3% | -75.6% |
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 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