+373.1%
ROIV vs ALK
-33.9%
+407.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.4% |
| 7D | -2.4% | +7.1% | -9.5% | -4.2% |
| 30D | +3.1% | -3.0% | +6.1% | +3.6% |
| 3M | +5.8% | -25.6% | +31.5% | +13.7% |
| 6M | +29.3% | +0.5% | +28.8% | +26.7% |
| YTD | +68.8% | -23.1% | +91.8% | +76.0% |
| 1Y | +81.0% | -7.5% | +88.6% | +79.1% |
| 3Y | +294.6% | +15.3% | +279.3% | +232.9% |
| 5Y | +373.1% | -34.8% | +407.9% | +303.4% |
| All | +373.1% | -33.9% | +407.0% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling