+227.7%
MAR vs ROIV
+270.3%
-42.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.7% |
| 7D | +4.3% | +5.3% | -1.0% | +3.8% |
| 30D | +16.8% | +11.9% | +4.9% | +15.6% |
| 3M | +16.0% | +10.7% | +5.3% | +14.6% |
| 6M | +16.5% | +34.9% | -18.5% | +12.8% |
| YTD | +35.0% | +79.2% | -44.1% | +27.3% |
| 1Y | +49.4% | +89.0% | -39.6% | +40.1% |
| 3Y | +124.1% | +337.3% | -213.3% | +95.5% |
| 5Y | +159.2% | +402.3% | -243.1% | +109.4% |
| All | +227.7% | +270.3% | -42.6% | +170.2% |
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