+235.9%
ROIV vs AR
+823.0%
-587.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +0.6% | +2.5% | -1.9% | +0.5% |
| 30D | +1.0% | +14.8% | -13.8% | +0.4% |
| 3M | +18.3% | +6.2% | +12.1% | +17.9% |
| 6M | +18.3% | +4.3% | +14.0% | +17.9% |
| YTD | +61.0% | +14.4% | +46.6% | +59.5% |
| 1Y | +177.9% | +21.3% | +156.5% | +174.0% |
| 3Y | +199.1% | +39.8% | +159.3% | +190.9% |
| 5Y | +250.7% | +142.1% | +108.6% | +271.5% |
| All | +235.9% | +823.0% | -587.1% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling