+207.4%
ALAB vs ROIV
+293.9%
-86.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.2% | +0.1% | +2.2% |
| 7D | -26.3% | +5.3% | -31.6% | -28.4% |
| 30D | -50.1% | +11.9% | -62.0% | -53.5% |
| 3M | -42.5% | +10.7% | -53.2% | -48.0% |
| 6M | -10.8% | +34.9% | -45.8% | -29.7% |
| YTD | +14.6% | +79.2% | -64.5% | -26.3% |
| 1Y | +17.1% | +89.0% | -71.9% | -27.7% |
| All | +207.4% | +293.9% | -86.5% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling