+167.1%
P vs ROIV
+290.8%
-123.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.2% | -12.2% | -15.1% |
| 7D | -31.9% | -2.4% | -29.5% | -31.2% |
| 30D | -36.5% | +3.1% | -39.6% | -37.1% |
| 3M | +11.6% | +5.8% | +5.7% | +8.5% |
| 6M | +25.2% | +29.3% | -4.1% | +13.6% |
| YTD | +39.4% | +68.8% | -29.3% | +14.2% |
| 1Y | -3.7% | +81.0% | -84.7% | -23.3% |
| All | +167.1% | +290.8% | -123.7% | +51.9% |
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