+147.7%
C vs ROIV
+248.8%
-101.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.2% | -0.8% | -4.7% |
| 7D | -5.3% | -2.4% | -2.9% | -5.1% |
| 30D | -7.3% | +3.1% | -10.4% | -7.6% |
| 3M | -13.5% | +5.8% | -19.3% | -14.1% |
| 6M | -6.5% | +29.3% | -35.8% | -8.9% |
| YTD | +3.6% | +68.8% | -65.1% | -1.4% |
| 1Y | +18.9% | +81.0% | -62.1% | +12.5% |
| 3Y | +205.0% | +294.6% | -89.6% | +172.4% |
| 5Y | +109.4% | +373.1% | -263.8% | +73.5% |
| All | +147.7% | +248.8% | -101.1% | +100.8% |
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