+367.5%
ROIV vs ALM
+830.0%
-462.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.2% | +8.5% | +1.7% |
| 7D | +14.3% | -6.3% | +20.6% | +14.7% |
| 30D | +16.2% | -31.4% | +47.6% | +18.7% |
| 3M | +15.1% | -40.6% | +55.7% | +18.7% |
| 6M | +44.2% | -58.6% | +102.9% | +50.3% |
| YTD | +89.8% | -7.6% | +97.4% | +93.7% |
| 1Y | +94.6% | +13.8% | +80.7% | +97.8% |
| 3Y | +367.5% | +842.1% | -474.6% | +341.1% |
| All | +367.5% | +830.0% | -462.5% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling