+267.6%
ROIV vs ALLE
+87.0%
+180.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.5% |
| 7D | +3.0% | +6.7% | -3.6% | +0.9% |
| 30D | +6.8% | +25.4% | -18.5% | -1.0% |
| 3M | +10.5% | +16.9% | -6.4% | +4.7% |
| 6M | +34.8% | +46.6% | -11.8% | +17.5% |
| YTD | +76.2% | +22.4% | +53.8% | +62.2% |
| 1Y | +92.4% | +17.7% | +74.7% | +79.6% |
| 3Y | +312.0% | +96.3% | +215.6% | +210.6% |
| 5Y | +388.3% | +57.4% | +330.8% | +259.2% |
| All | +267.6% | +87.0% | +180.6% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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