+19.7%
D vs ROIV
+248.8%
-229.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | -0.1% |
| 7D | +6.9% | -2.4% | +9.3% | +7.0% |
| 30D | +12.3% | +3.1% | +9.3% | +12.2% |
| 3M | +3.0% | +5.8% | -2.8% | +2.9% |
| 6M | +12.8% | +29.3% | -16.5% | +12.2% |
| YTD | +22.6% | +68.8% | -46.2% | +21.1% |
| 1Y | +21.7% | +81.0% | -59.4% | +19.9% |
| 3Y | +83.9% | +294.6% | -210.7% | +78.1% |
| 5Y | +14.0% | +373.1% | -359.2% | +9.9% |
| All | +19.7% | +248.8% | -229.1% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling