+252.1%
ROIV vs ALLY
+48.5%
+203.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | +3.1% | +4.2% | -1.1% | +2.0% |
| 3M | +5.8% | -12.4% | +18.2% | +9.4% |
| 6M | +29.3% | -8.7% | +38.0% | +31.9% |
| YTD | +68.8% | -11.6% | +80.4% | +73.0% |
| 1Y | +81.0% | +0.2% | +80.9% | +79.3% |
| 3Y | +294.6% | +57.1% | +237.5% | +241.9% |
| 5Y | +373.1% | -6.8% | +380.0% | +331.1% |
| All | +252.1% | +48.5% | +203.6% | +232.8% |
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 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