+186.4%
C vs ROIV
+232.7%
-46.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +3.6% | +0.6% | +3.0% | +3.6% |
| 30D | +0.1% | +1.0% | -0.9% | -0.1% |
| 3M | +2.4% | +18.3% | -15.9% | +0.8% |
| 6M | +24.9% | +18.3% | +6.6% | +22.8% |
| YTD | +19.8% | +61.0% | -41.2% | +14.7% |
| 1Y | +44.9% | +177.9% | -133.0% | +33.1% |
| 3Y | +263.0% | +199.1% | +63.9% | +228.8% |
| 5Y | +129.5% | +250.7% | -121.2% | +89.4% |
| All | +186.4% | +232.7% | -46.3% | +133.6% |
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