+124.2%
RIO vs ROIV
+232.7%
-108.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | +4.0% | +1.0% | +3.0% | +3.9% |
| 3M | +0.1% | +18.3% | -18.2% | -1.1% |
| 6M | +12.7% | +18.3% | -5.6% | +11.2% |
| YTD | +35.6% | +61.0% | -25.4% | +31.0% |
| 1Y | +73.7% | +177.9% | -104.2% | +62.3% |
| 3Y | +93.3% | +199.1% | -105.8% | +78.4% |
| 5Y | +92.4% | +250.7% | -158.3% | +65.3% |
| All | +124.2% | +232.7% | -108.5% | +91.0% |
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