+37.3%
O vs ROIV
+287.3%
-250.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.6% |
| 7D | +3.3% | +13.3% | -10.0% | +2.9% |
| 30D | +10.3% | +14.8% | -4.4% | +9.8% |
| 3M | -3.5% | +11.9% | -15.4% | -3.9% |
| 6M | -1.3% | +42.4% | -43.7% | -2.7% |
| YTD | +10.3% | +87.4% | -77.1% | +7.5% |
| 1Y | +10.4% | +97.2% | -86.8% | +7.4% |
| 3Y | +40.0% | +375.7% | -335.7% | +31.7% |
| 5Y | +12.4% | +379.0% | -366.7% | +1.5% |
| All | +37.3% | +287.3% | -250.1% | +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