+125.4%
RIO vs ROIV
+295.0%
-169.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.2% | -0.7% |
| 7D | +1.9% | +20.2% | -18.2% | +0.6% |
| 30D | +5.0% | +14.1% | -9.2% | +3.9% |
| 3M | +5.1% | +45.6% | -40.5% | +2.3% |
| 6M | +17.6% | +44.1% | -26.5% | +14.4% |
| YTD | +36.3% | +91.2% | -54.9% | +30.0% |
| 1Y | +71.2% | +221.3% | -150.1% | +58.2% |
| 3Y | +102.7% | +229.2% | -126.5% | +85.4% |
| 5Y | +99.6% | +316.5% | -216.9% | +69.3% |
| All | +125.4% | +295.0% | -169.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling