+80.1%
RIO vs ROIV
+276.5%
-196.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | -9.1% | +17.6% | -26.7% | -10.2% |
| 3M | -13.7% | +9.0% | -22.6% | -14.3% |
| 6M | -24.3% | +35.3% | -59.6% | -26.1% |
| YTD | +8.9% | +82.2% | -73.3% | +4.2% |
| 1Y | +22.7% | +92.3% | -69.6% | +16.9% |
| 3Y | +51.2% | +336.8% | -285.6% | +37.0% |
| 5Y | +88.1% | +370.6% | -282.5% | +61.9% |
| All | +80.1% | +276.5% | -196.4% | +51.8% |
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 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