+40.2%
O vs ROIV
+362.8%
-322.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.3% |
| 7D | -0.4% | +9.2% | -9.6% | -0.9% |
| 30D | +8.3% | +19.9% | -11.6% | +7.1% |
| 3M | -4.0% | +10.6% | -14.6% | -4.7% |
| 6M | -2.6% | +36.1% | -38.7% | -5.1% |
| YTD | +9.9% | +84.3% | -74.4% | +3.9% |
| 1Y | +9.8% | +87.6% | -77.7% | +3.5% |
| All | +40.2% | +362.8% | -322.7% | +16.2% |
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