+296.1%
ROIV vs ALK
-17.8%
+313.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +14.3% | +12.9% | +1.3% | +11.2% |
| 30D | +16.2% | +5.5% | +10.7% | +14.5% |
| 3M | +15.1% | -12.1% | +27.2% | +17.9% |
| 6M | +44.2% | +1.7% | +42.5% | +41.5% |
| YTD | +89.8% | -17.4% | +107.2% | +93.8% |
| 1Y | +94.6% | -1.9% | +96.5% | +90.6% |
| 3Y | +367.5% | +21.2% | +346.3% | +310.2% |
| 5Y | +421.4% | -27.8% | +449.2% | +394.9% |
| All | +296.1% | -17.8% | +313.8% | +277.6% |
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