+15.2%
D vs ROIV
+378.2%
-363.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -1.6% |
| 7D | +3.0% | +5.3% | -2.4% | +2.9% |
| 30D | +11.5% | +11.9% | -0.4% | +11.2% |
| 3M | +3.7% | +10.7% | -7.0% | +3.5% |
| 6M | +13.5% | +34.9% | -21.4% | +12.8% |
| YTD | +20.7% | +79.2% | -58.4% | +19.0% |
| 1Y | +18.2% | +89.0% | -70.8% | +16.3% |
| 3Y | +73.3% | +337.3% | -264.0% | +67.1% |
| All | +15.2% | +378.2% | -363.0% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling