+400.4%
ALAB vs ROIV
+253.9%
+146.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.2% | +8.6% |
| 7D | +7.2% | +0.6% | +6.6% | +6.8% |
| 30D | -2.5% | +1.0% | -3.5% | -3.4% |
| 3M | -13.3% | +18.3% | -31.6% | -22.6% |
| 6M | +172.8% | +18.3% | +154.5% | +141.4% |
| YTD | +86.6% | +61.0% | +25.6% | +33.1% |
| 1Y | +65.2% | +177.9% | -112.7% | -21.3% |
| All | +400.4% | +253.9% | +146.5% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling