+37.4%
O vs ROIV
+298.6%
-261.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | 0.0% |
| 7D | +0.6% | +9.5% | -8.9% | +0.3% |
| 30D | +9.4% | +21.0% | -11.6% | +8.7% |
| 3M | -2.4% | +18.7% | -21.1% | -3.0% |
| 6M | -1.9% | +44.5% | -46.4% | -3.3% |
| YTD | +10.5% | +92.9% | -82.4% | +7.6% |
| 1Y | +10.0% | +100.2% | -90.3% | +6.9% |
| 3Y | +40.5% | +375.0% | -334.6% | +32.1% |
| 5Y | +10.2% | +435.2% | -424.9% | -0.4% |
| All | +37.4% | +298.6% | -261.2% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling