+373.1%
ROIV vs AR
+75.2%
+298.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -4.0% |
| 7D | -2.4% | -11.7% | +9.3% | -1.7% |
| 30D | +3.1% | +1.8% | +1.2% | +2.8% |
| 3M | +5.8% | +6.0% | -0.1% | +5.1% |
| 6M | +29.3% | -7.0% | +36.3% | +29.5% |
| YTD | +68.8% | +5.6% | +63.2% | +66.6% |
| 1Y | +81.0% | +10.8% | +70.2% | +77.6% |
| 3Y | +294.6% | +19.3% | +275.3% | +278.0% |
| 5Y | +373.1% | +73.3% | +299.8% | +403.7% |
| All | +373.1% | +75.2% | +298.0% | +403.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling