+252.1%
ROIV vs ARMK
+98.5%
+153.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.1% |
| 7D | -2.4% | -10.2% | +7.8% | +0.5% |
| 30D | +3.1% | -9.3% | +12.4% | +5.7% |
| 3M | +5.8% | -11.4% | +17.2% | +9.0% |
| 6M | +29.3% | +11.6% | +17.7% | +24.1% |
| YTD | +68.8% | +37.5% | +31.3% | +51.5% |
| 1Y | +81.0% | +34.9% | +46.1% | +63.2% |
| 3Y | +294.6% | +83.4% | +211.2% | +217.7% |
| 5Y | +373.1% | +87.9% | +285.2% | +264.5% |
| All | +252.1% | +98.5% | +153.6% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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