+119.8%
NDAQ vs ROIV
+379.0%
-259.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +2.9% | +14.3% | -11.4% | +1.5% |
| 30D | +17.5% | +16.2% | +1.3% | +15.7% |
| 3M | +15.4% | +15.1% | +0.3% | +13.5% |
| 6M | +24.6% | +44.2% | -19.6% | +18.5% |
| YTD | +14.4% | +89.8% | -75.4% | +4.0% |
| 1Y | +26.9% | +94.6% | -67.6% | +14.7% |
| 3Y | +119.8% | +367.5% | -247.7% | +65.2% |
| All | +119.8% | +379.0% | -259.1% | +65.2% |
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 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