+39.9%
O vs ROIV
+232.7%
-192.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -0.7% | +0.6% | -1.4% | -0.8% |
| 30D | -1.9% | +1.0% | -2.8% | -1.9% |
| 3M | +3.8% | +18.3% | -14.4% | +3.2% |
| 6M | -4.7% | +18.3% | -23.1% | -5.5% |
| YTD | +12.5% | +61.0% | -48.5% | +10.3% |
| 1Y | +10.8% | +177.9% | -167.0% | +6.4% |
| 3Y | +28.8% | +199.1% | -170.3% | +22.6% |
| 5Y | +13.2% | +250.7% | -237.5% | +2.5% |
| All | +39.9% | +232.7% | -192.7% | +26.8% |
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