+164.8%
MAR vs ROIV
+232.7%
-67.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -4.2% | +0.6% | -4.8% | -4.2% |
| 30D | -6.7% | +1.0% | -7.6% | -6.8% |
| 3M | -12.5% | +18.3% | -30.8% | -13.9% |
| 6M | +0.6% | +18.3% | -17.8% | -1.2% |
| YTD | +9.1% | +61.0% | -51.9% | +4.1% |
| 1Y | +26.2% | +177.9% | -151.7% | +14.8% |
| 3Y | +68.2% | +199.1% | -130.9% | +50.5% |
| 5Y | +163.9% | +250.7% | -86.8% | +121.8% |
| All | +164.8% | +232.7% | -67.9% | +121.0% |
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