-7.3%
COST vs ROIV
+224.1%
-231.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -2.8% | +22.3% | -25.1% | -2.1% |
| 30D | -5.3% | +16.9% | -22.1% | -4.7% |
| 3M | -6.7% | +43.9% | -50.6% | -5.9% |
| 6M | -9.9% | +41.6% | -51.5% | -9.0% |
| YTD | +5.1% | +92.7% | -87.5% | +5.3% |
| 1Y | -7.3% | +210.2% | -217.5% | -9.9% |
| All | -7.3% | +224.1% | -231.4% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling