+16.7%
RMD vs ROIV
+270.3%
-253.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -2.1% |
| 7D | +2.3% | +5.3% | -3.0% | +1.9% |
| 30D | +4.1% | +11.9% | -7.8% | +3.2% |
| 3M | +5.7% | +10.7% | -5.0% | +4.5% |
| 6M | +12.9% | +34.9% | -22.0% | +9.6% |
| YTD | -1.5% | +79.2% | -80.7% | -6.7% |
| 1Y | -4.8% | +89.0% | -93.8% | -10.2% |
| 3Y | +57.5% | +337.3% | -279.9% | +38.2% |
| 5Y | -5.5% | +402.3% | -407.8% | -23.0% |
| All | +16.7% | +270.3% | -253.6% | +0.4% |
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