-67.2%
PL vs ROIV
+34.2%
-101.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.1% | -12.4% | -8.2% |
| 7D | -11.7% | +3.0% | -14.7% | -12.6% |
| 30D | -27.1% | +6.8% | -34.0% | -28.8% |
| 3M | -44.6% | +10.5% | -55.1% | -47.3% |
| 6M | -67.2% | +34.8% | -102.0% | -71.6% |
| All | -67.2% | +34.2% | -101.4% | -71.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling