+252.1%
ROIV vs APD
+32.5%
+219.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +3.1% | +10.1% | -7.1% | +0.7% |
| 3M | +5.8% | +4.9% | +1.0% | +4.4% |
| 6M | +29.3% | +2.5% | +26.8% | +28.0% |
| YTD | +68.8% | +27.8% | +41.0% | +56.2% |
| 1Y | +81.0% | +32.9% | +48.1% | +64.9% |
| 3Y | +294.6% | +13.4% | +281.2% | +272.1% |
| 5Y | +373.1% | +12.8% | +360.3% | +300.0% |
| All | +252.1% | +32.5% | +219.6% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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