+182.4%
ALL vs ROIV
+232.7%
-50.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.4% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -1.5% | +1.0% | -2.4% | -1.5% |
| 3M | +23.6% | +18.3% | +5.3% | +23.2% |
| 6M | +22.3% | +18.3% | +4.0% | +21.8% |
| YTD | +26.5% | +61.0% | -34.4% | +25.1% |
| 1Y | +27.0% | +177.9% | -150.9% | +23.4% |
| 3Y | +149.6% | +199.1% | -49.5% | +140.8% |
| 5Y | +118.1% | +250.7% | -132.6% | +100.0% |
| All | +182.4% | +232.7% | -50.2% | +157.1% |
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 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