+22.8%
LOW vs ROIV
+314.9%
-292.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -2.0% |
| 7D | +7.4% | +5.3% | +2.1% | +6.6% |
| 30D | +24.5% | +11.9% | +12.6% | +22.4% |
| 3M | +3.5% | +10.7% | -7.2% | +1.5% |
| 6M | -2.6% | +34.9% | -37.5% | -7.9% |
| YTD | -4.8% | +79.2% | -84.0% | -14.7% |
| 1Y | -0.8% | +89.0% | -89.8% | -12.2% |
| 3Y | +22.8% | +337.3% | -314.5% | -13.8% |
| All | +22.8% | +314.9% | -292.1% | -13.8% |
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