+273.8%
ROIV vs ALLY
+46.0%
+227.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.6% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +11.9% | +3.1% | +8.8% | +11.0% |
| 3M | +10.7% | -12.6% | +23.3% | +14.4% |
| 6M | +34.9% | -12.4% | +47.3% | +39.1% |
| YTD | +79.2% | -13.2% | +92.3% | +84.5% |
| 1Y | +89.0% | +1.8% | +87.2% | +86.4% |
| 3Y | +337.3% | +58.0% | +279.4% | +278.4% |
| 5Y | +402.3% | -8.4% | +410.8% | +359.7% |
| All | +273.8% | +46.0% | +227.8% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling