+84.5%
RIO vs ROIV
+298.6%
-214.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +0.5% | +9.5% | -9.0% | -0.2% |
| 30D | -9.9% | +21.0% | -30.9% | -11.1% |
| 3M | -14.0% | +18.7% | -32.7% | -15.2% |
| 6M | -19.5% | +44.5% | -64.0% | -21.8% |
| YTD | +11.5% | +92.9% | -81.3% | +6.3% |
| 1Y | +26.9% | +100.2% | -73.3% | +20.6% |
| 3Y | +55.1% | +375.0% | -319.9% | +39.9% |
| 5Y | +90.7% | +435.2% | -344.5% | +63.3% |
| All | +84.5% | +298.6% | -214.1% | +54.9% |
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