+235.9%
ROIV vs ARWR
+30.5%
+205.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | +1.0% | -0.7% | +1.6% | +1.1% |
| 3M | +18.3% | +14.9% | +3.4% | +13.7% |
| 6M | +18.3% | +32.6% | -14.3% | +9.6% |
| YTD | +61.0% | +30.0% | +30.9% | +49.0% |
| 1Y | +177.9% | +208.4% | -30.5% | +104.2% |
| 3Y | +199.1% | +208.8% | -9.7% | +98.5% |
| 5Y | +250.7% | +27.8% | +222.9% | +153.4% |
| All | +235.9% | +30.5% | +205.4% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling