+36.2%
O vs ROIV
+270.3%
-234.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -1.0% |
| 7D | +3.7% | +5.3% | -1.6% | +3.5% |
| 30D | +11.2% | +11.9% | -0.7% | +10.7% |
| 3M | -4.0% | +10.7% | -14.7% | -4.4% |
| 6M | -5.2% | +34.9% | -40.1% | -6.4% |
| YTD | +9.5% | +79.2% | -69.7% | +6.9% |
| 1Y | +10.6% | +89.0% | -78.4% | +7.7% |
| 3Y | +38.1% | +337.3% | -299.2% | +30.2% |
| 5Y | +10.2% | +402.3% | -392.1% | -0.1% |
| All | +36.2% | +270.3% | -234.1% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling