+71.8%
COST vs ROIV
+253.6%
-181.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.4% | -1.3% |
| 7D | -3.2% | +20.2% | -23.3% | -3.9% |
| 30D | -4.0% | +14.1% | -18.1% | -4.5% |
| 3M | -6.5% | +45.6% | -52.1% | -8.4% |
| 6M | -8.5% | +44.1% | -52.7% | -10.4% |
| YTD | +6.0% | +91.2% | -85.1% | +1.4% |
| 1Y | -5.8% | +221.3% | -227.1% | -14.2% |
| 3Y | +71.8% | +229.2% | -157.4% | +50.9% |
| All | +71.8% | +253.6% | -181.8% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling