+235.9%
ROIV vs ALK
-16.8%
+252.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +1.0% | -19.2% | +20.2% | +6.0% |
| 3M | +18.3% | -1.5% | +19.8% | +17.8% |
| 6M | +18.3% | -13.1% | +31.4% | +20.1% |
| YTD | +61.0% | -16.4% | +77.4% | +64.7% |
| 1Y | +177.9% | -33.1% | +211.0% | +197.9% |
| 3Y | +199.1% | +0.6% | +198.4% | +177.0% |
| 5Y | +250.7% | -26.4% | +277.1% | +234.2% |
| All | +235.9% | -16.8% | +252.6% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling