+16.9%
D vs ROIV
+101.7%
-84.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.5% |
| 7D | +0.8% | +13.3% | -12.6% | +0.8% |
| 30D | +10.7% | +14.8% | -4.1% | +10.8% |
| 3M | +2.3% | +11.9% | -9.6% | +2.5% |
| 6M | +12.5% | +42.4% | -29.9% | +13.7% |
| YTD | +20.1% | +87.4% | -67.3% | +21.4% |
| All | +16.9% | +101.7% | -84.8% | +17.2% |
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