+9.2%
O vs ROIV
+413.4%
-404.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.4% |
| 7D | -0.4% | +9.2% | -9.6% | -0.7% |
| 30D | +8.3% | +19.9% | -11.6% | +7.5% |
| 3M | -4.0% | +10.6% | -14.6% | -4.5% |
| 6M | -2.6% | +36.1% | -38.7% | -4.0% |
| YTD | +9.9% | +84.3% | -74.4% | +6.7% |
| 1Y | +9.8% | +87.6% | -77.7% | +6.6% |
| 3Y | +39.7% | +353.9% | -314.2% | +30.3% |
| 5Y | +9.2% | +376.1% | -366.9% | -4.4% |
| All | +9.2% | +413.4% | -404.2% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling