+107.5%
ALL vs ROIV
+314.9%
-207.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.6% | -4.5% |
| 7D | -1.9% | +5.3% | -7.3% | -1.9% |
| 30D | +13.8% | +11.9% | +1.9% | +13.8% |
| 3M | -7.0% | +10.7% | -17.7% | -6.9% |
| 6M | +18.0% | +34.9% | -16.9% | +17.5% |
| YTD | +24.2% | +79.2% | -55.0% | +22.2% |
| 1Y | +31.2% | +89.0% | -57.8% | +28.2% |
| 3Y | +107.5% | +337.3% | -229.8% | +83.9% |
| All | +107.5% | +314.9% | -207.4% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling