+71.6%
LOW vs ROIV
+298.6%
-227.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +1.0% | +9.5% | -8.5% | +0.3% |
| 30D | +25.6% | +21.0% | +4.6% | +23.9% |
| 3M | +5.3% | +18.7% | -13.4% | +3.8% |
| 6M | +3.7% | +44.5% | -40.8% | +0.6% |
| YTD | -1.9% | +92.9% | -94.7% | -6.9% |
| 1Y | +0.6% | +100.2% | -99.7% | -4.9% |
| 3Y | +26.4% | +375.0% | -348.6% | +12.4% |
| 5Y | +10.1% | +435.2% | -425.0% | -8.3% |
| All | +71.6% | +298.6% | -227.0% | +41.4% |
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