+273.8%
ROIV vs ALK
-22.9%
+296.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | +5.3% | +9.0% | -3.7% | +3.2% |
| 30D | +11.9% | -1.6% | +13.5% | +12.1% |
| 3M | +10.7% | -23.2% | +33.9% | +17.0% |
| 6M | +34.9% | -3.9% | +38.8% | +34.1% |
| YTD | +79.2% | -22.6% | +101.8% | +85.7% |
| 1Y | +89.0% | -5.3% | +94.3% | +86.6% |
| 3Y | +337.3% | +18.6% | +318.8% | +285.2% |
| 5Y | +402.3% | -34.4% | +436.7% | +384.3% |
| All | +273.8% | -22.9% | +296.8% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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