+379.0%
ROIV vs ARWR
-40.7%
+419.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.3% | +19.9% | +8.6% |
| 7D | +13.3% | -17.3% | +30.7% | +18.5% |
| 30D | +14.8% | -21.5% | +36.3% | +21.6% |
| 3M | +11.9% | -43.8% | +55.7% | +28.8% |
| 6M | +42.4% | -32.3% | +74.7% | +54.8% |
| YTD | +87.4% | -25.8% | +113.3% | +96.7% |
| 1Y | +97.2% | +25.5% | +71.7% | +75.5% |
| 3Y | +375.7% | +84.1% | +291.5% | +231.7% |
| 5Y | +379.0% | -39.2% | +418.3% | +304.9% |
| All | +379.0% | -40.7% | +419.7% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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