+87.5%
RIO vs ROIV
+287.3%
-199.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.9% |
| 7D | +4.4% | +13.3% | -8.9% | +3.5% |
| 30D | -8.9% | +14.8% | -23.6% | -9.8% |
| 3M | -12.7% | +11.9% | -24.6% | -13.5% |
| 6M | -16.2% | +42.4% | -58.6% | -18.5% |
| YTD | +13.4% | +87.4% | -74.0% | +8.3% |
| 1Y | +30.9% | +97.2% | -66.3% | +24.5% |
| 3Y | +60.2% | +375.7% | -315.5% | +44.5% |
| 5Y | +98.9% | +379.0% | -280.1% | +71.0% |
| All | +87.5% | +287.3% | -199.8% | +57.8% |
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 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