+273.8%
ROIV vs ALC
+20.1%
+253.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.9% |
| 7D | +5.3% | +4.9% | +0.5% | +3.4% |
| 30D | +11.9% | +19.0% | -7.1% | +4.8% |
| 3M | +10.7% | +7.8% | +2.9% | +7.2% |
| 6M | +34.9% | +14.6% | +20.3% | +26.9% |
| YTD | +79.2% | -4.4% | +83.6% | +80.0% |
| 1Y | +89.0% | +1.4% | +87.6% | +84.8% |
| 3Y | +337.3% | +2.5% | +334.8% | +315.7% |
| 5Y | +402.3% | -10.9% | +413.2% | +404.3% |
| All | +273.8% | +20.1% | +253.7% | +263.2% |
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