+235.9%
ROIV vs APD
+29.0%
+206.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | +1.0% | +2.1% | -1.1% | +0.3% |
| 3M | +18.3% | +7.2% | +11.1% | +15.8% |
| 6M | +18.3% | +11.2% | +7.1% | +14.2% |
| YTD | +61.0% | +24.4% | +36.6% | +50.1% |
| 1Y | +177.9% | +6.7% | +171.2% | +170.5% |
| 3Y | +199.1% | +9.2% | +189.8% | +185.1% |
| 5Y | +250.7% | +27.4% | +223.3% | +196.4% |
| All | +235.9% | +29.0% | +206.9% | +184.5% |
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