+190.2%
ALL vs ROIV
+248.8%
-58.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.8% |
| 7D | +4.2% | -2.4% | +6.6% | +4.3% |
| 30D | +18.9% | +3.1% | +15.9% | +18.9% |
| 3M | +1.2% | +5.8% | -4.6% | +1.1% |
| 6M | +23.2% | +29.3% | -6.1% | +22.5% |
| YTD | +30.0% | +68.8% | -38.8% | +28.4% |
| 1Y | +39.6% | +81.0% | -41.4% | +37.6% |
| 3Y | +115.2% | +294.6% | -179.4% | +106.9% |
| 5Y | +156.2% | +373.1% | -216.9% | +136.6% |
| All | +190.2% | +248.8% | -58.6% | +163.9% |
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 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