+109.2%
ALL vs ROIV
+351.4%
-242.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.4% |
| 7D | -3.9% | +13.3% | -17.2% | -3.8% |
| 30D | +10.6% | +14.8% | -4.1% | +10.6% |
| 3M | -4.6% | +11.9% | -16.5% | -4.4% |
| 6M | +20.2% | +42.4% | -22.2% | +19.7% |
| YTD | +23.7% | +87.4% | -63.7% | +21.7% |
| 1Y | +27.9% | +97.2% | -69.4% | +25.0% |
| 3Y | +109.2% | +375.7% | -266.5% | +85.1% |
| All | +109.2% | +351.4% | -242.2% | +85.1% |
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