+252.1%
ROIV vs ALM
+489.9%
-237.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.6% | +5.3% | -3.8% |
| 7D | -2.4% | -14.5% | +12.1% | -1.7% |
| 30D | +3.1% | -39.0% | +42.1% | +5.2% |
| 3M | +5.8% | -40.3% | +46.1% | +8.1% |
| 6M | +29.3% | -60.3% | +89.6% | +33.4% |
| YTD | +68.8% | -9.8% | +78.5% | +70.8% |
| 1Y | +81.0% | +30.8% | +50.3% | +82.1% |
| 3Y | +294.6% | +772.4% | -477.8% | +279.2% |
| 5Y | +373.1% | +390.7% | -17.6% | +360.7% |
| All | +252.1% | +489.9% | -237.8% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling