+2.8%
RDW vs ROIV
+298.2%
-295.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.0% |
| 7D | +3.6% | +22.3% | -18.7% | -2.7% |
| 30D | -18.4% | +16.9% | -35.3% | -22.4% |
| 3M | -32.1% | +43.9% | -76.0% | -39.0% |
| 6M | +10.9% | +41.6% | -30.7% | +0.1% |
| YTD | +40.8% | +92.7% | -51.9% | +16.9% |
| 1Y | +31.1% | +210.2% | -179.0% | -4.6% |
| 3Y | +245.2% | +231.8% | +13.3% | +141.7% |
| 5Y | -16.7% | +319.8% | -336.5% | -50.3% |
| All | +2.8% | +298.2% | -295.4% | -37.5% |
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