+92.2%
COST vs ROIV
+379.0%
-286.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +4.6% | +14.3% | -9.7% | +3.9% |
| 30D | +12.8% | +16.2% | -3.5% | +11.8% |
| 3M | +12.1% | +15.1% | -3.1% | +11.0% |
| 6M | +6.0% | +44.2% | -38.2% | +2.9% |
| YTD | +24.4% | +89.8% | -65.5% | +16.5% |
| 1Y | +17.1% | +94.6% | -77.4% | +9.2% |
| 3Y | +92.2% | +367.5% | -275.4% | +56.8% |
| All | +92.2% | +379.0% | -286.8% | +56.8% |
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 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