+420.8%
P vs ROIV
+264.1%
+156.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.1% | -11.1% | -5.9% |
| 7D | -19.4% | +3.0% | -22.4% | -19.7% |
| 30D | -22.3% | +6.8% | -29.2% | -23.2% |
| 3M | +33.2% | +10.5% | +22.7% | +30.6% |
| 6M | +53.6% | +34.8% | +18.8% | +46.1% |
| YTD | +66.8% | +76.2% | -9.4% | +52.2% |
| 1Y | +17.5% | +92.4% | -74.9% | +5.8% |
| 3Y | +219.7% | +312.0% | -92.3% | +159.0% |
| 5Y | +307.8% | +388.3% | -80.5% | +192.3% |
| All | +420.8% | +264.1% | +156.7% | +311.5% |
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