+235.9%
ROIV vs ALLE
+52.0%
+183.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | +1.0% | -6.8% | +7.8% | +3.3% |
| 3M | +18.3% | +21.0% | -2.7% | +10.1% |
| 6M | +18.3% | +1.1% | +17.2% | +17.0% |
| YTD | +61.0% | -0.5% | +61.5% | +59.1% |
| 1Y | +177.9% | -7.3% | +185.1% | +181.5% |
| 3Y | +199.1% | +42.3% | +156.8% | +152.5% |
| 5Y | +250.7% | +13.5% | +237.2% | +177.8% |
| All | +235.9% | +52.0% | +183.9% | +159.4% |
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