+197.4%
ADI vs ROIV
+287.3%
-90.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.6% | +4.0% | +8.0% |
| 7D | -4.4% | +13.3% | -17.7% | -5.9% |
| 30D | -2.8% | +14.8% | -17.6% | -4.6% |
| 3M | +1.5% | +11.9% | -10.4% | -0.3% |
| 6M | -4.7% | +42.4% | -47.1% | -9.5% |
| YTD | +46.8% | +87.4% | -40.6% | +34.0% |
| 1Y | +74.9% | +97.2% | -22.3% | +58.3% |
| 3Y | +147.4% | +375.7% | -228.2% | +99.3% |
| 5Y | +131.9% | +379.0% | -247.1% | +69.4% |
| All | +197.4% | +287.3% | -90.0% | +135.0% |
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