+284.5%
ROIV vs ALC
+15.2%
+269.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | +9.2% | -6.2% | +15.4% | +11.7% |
| 30D | +19.9% | +14.0% | +5.9% | +14.0% |
| 3M | +10.6% | -2.4% | +13.0% | +11.2% |
| 6M | +36.1% | +12.6% | +23.4% | +28.7% |
| YTD | +84.3% | -8.4% | +92.7% | +88.0% |
| 1Y | +87.6% | -9.1% | +96.7% | +91.7% |
| 3Y | +353.9% | -0.3% | +354.2% | +335.3% |
| 5Y | +376.1% | -9.9% | +386.0% | +376.0% |
| All | +284.5% | +15.2% | +269.4% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling