+135.7%
RF vs ROIV
+298.2%
-162.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -0.1% | +22.3% | -22.5% | -1.9% |
| 30D | -4.0% | +16.9% | -20.9% | -5.4% |
| 3M | +5.6% | +43.9% | -38.4% | +2.1% |
| 6M | +13.1% | +41.6% | -28.5% | +9.3% |
| YTD | +13.6% | +92.7% | -79.1% | +6.7% |
| 1Y | +16.0% | +210.2% | -194.2% | +4.5% |
| 3Y | +90.2% | +231.8% | -141.6% | +68.4% |
| 5Y | +87.0% | +319.8% | -232.8% | +51.0% |
| All | +135.7% | +298.2% | -162.4% | +89.6% |
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 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