+21.2%
RF vs ROIV
+93.5%
-72.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.5% | -0.7% |
| 7D | -0.9% | +5.3% | -6.2% | -1.2% |
| 30D | +6.0% | +11.9% | -5.9% | +5.3% |
| 3M | -8.9% | +10.7% | -19.6% | -9.6% |
| 6M | +2.3% | +34.9% | -32.6% | -0.7% |
| YTD | +7.6% | +79.2% | -71.6% | +2.4% |
| 1Y | +21.2% | +89.0% | -67.9% | +13.8% |
| All | +21.2% | +93.5% | -72.3% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling