+284.5%
ROIV vs AR
+806.6%
-522.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.8% | -4.5% |
| 7D | +9.2% | +6.4% | +2.8% | +9.0% |
| 30D | +19.9% | +3.1% | +16.8% | +19.7% |
| 3M | +10.6% | +3.3% | +7.3% | +10.4% |
| 6M | +36.1% | +6.6% | +29.5% | +35.5% |
| YTD | +84.3% | +12.3% | +72.0% | +82.6% |
| 1Y | +87.6% | +12.3% | +75.2% | +85.7% |
| 3Y | +353.9% | +50.4% | +303.5% | +341.5% |
| 5Y | +376.1% | +101.0% | +275.1% | +403.3% |
| All | +284.5% | +806.6% | -522.0% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling