+235.9%
ROIV vs ALC
+13.0%
+222.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.3% |
| 7D | +0.6% | -2.1% | +2.7% | +1.4% |
| 30D | +1.0% | -0.1% | +1.1% | +0.8% |
| 3M | +18.3% | +5.9% | +12.4% | +15.0% |
| 6M | +18.3% | -15.9% | +34.3% | +25.6% |
| YTD | +61.0% | -10.1% | +71.1% | +65.9% |
| 1Y | +177.9% | -10.2% | +188.1% | +185.6% |
| 3Y | +199.1% | -13.6% | +212.6% | +205.4% |
| 5Y | +250.7% | -15.1% | +265.8% | +256.9% |
| All | +235.9% | +13.0% | +222.8% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling