+235.9%
ROIV vs ALLY
+65.7%
+170.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.6% | +3.7% | -3.0% | -0.4% |
| 30D | +1.0% | -2.3% | +3.2% | +1.5% |
| 3M | +18.3% | +3.8% | +14.5% | +16.9% |
| 6M | +18.3% | +9.7% | +8.6% | +15.1% |
| YTD | +61.0% | -1.4% | +62.4% | +60.7% |
| 1Y | +177.9% | +8.2% | +169.6% | +169.6% |
| 3Y | +199.1% | +66.5% | +132.6% | +154.9% |
| 5Y | +250.7% | +1.2% | +249.5% | +208.0% |
| All | +235.9% | +65.7% | +170.1% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling