+101.5%
RIO vs ROIV
+201.4%
-99.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | +4.0% | +1.0% | +3.0% | +3.8% |
| 3M | +0.1% | +18.3% | -18.2% | -2.2% |
| 6M | +12.7% | +18.3% | -5.6% | +9.8% |
| YTD | +35.6% | +61.0% | -25.4% | +27.2% |
| 1Y | +73.7% | +177.9% | -104.2% | +53.1% |
| All | +101.5% | +201.4% | -99.8% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling