+267.6%
ROIV vs ALK
-20.8%
+288.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.8% | -2.7% | +4.1% |
| 7D | +3.0% | +12.4% | -9.4% | +0.2% |
| 30D | +6.8% | +2.1% | +4.8% | +6.1% |
| 3M | +10.5% | -23.9% | +34.4% | +17.1% |
| 6M | +34.8% | +8.2% | +26.6% | +30.2% |
| YTD | +76.2% | -20.5% | +96.7% | +81.4% |
| 1Y | +92.4% | -1.0% | +93.4% | +87.9% |
| 3Y | +312.0% | +19.2% | +292.8% | +262.6% |
| 5Y | +388.3% | -28.2% | +416.5% | +367.4% |
| All | +267.6% | -20.8% | +288.4% | +253.5% |
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