+389.2%
ROIV vs ALC
-9.1%
+398.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -2.3% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +17.6% | +16.0% | +1.5% | +10.9% |
| 3M | +9.0% | +0.8% | +8.1% | +8.2% |
| 6M | +35.3% | +16.8% | +18.4% | +25.9% |
| YTD | +82.2% | -5.5% | +87.7% | +83.8% |
| 1Y | +92.3% | -5.3% | +97.5% | +93.4% |
| 3Y | +336.8% | +4.1% | +332.7% | +308.5% |
| All | +389.2% | -9.1% | +398.3% | +403.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling