+107.8%
ALNY vs ROIV
+232.7%
-124.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +12.2% | +0.6% | +11.6% | +12.1% |
| 30D | +16.3% | +1.0% | +15.4% | +16.1% |
| 3M | -12.4% | +18.3% | -30.6% | -14.9% |
| 6M | -18.7% | +18.3% | -37.0% | -21.2% |
| YTD | -33.1% | +61.0% | -94.0% | -38.3% |
| 1Y | -41.3% | +177.9% | -219.2% | -50.3% |
| 3Y | +32.3% | +199.1% | -166.8% | +9.2% |
| 5Y | +34.8% | +250.7% | -215.9% | -3.6% |
| All | +107.8% | +232.7% | -124.8% | +55.3% |
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