+291.1%
ROIV vs AU
+421.7%
-130.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.9% | -2.3% | +3.7% |
| 7D | +13.3% | +20.8% | -7.5% | +10.6% |
| 30D | +14.8% | +5.5% | +9.2% | +13.8% |
| 3M | +11.9% | +3.9% | +8.0% | +10.9% |
| 6M | +42.4% | -5.4% | +47.8% | +42.0% |
| YTD | +87.4% | +20.7% | +66.7% | +80.0% |
| 1Y | +97.2% | +49.8% | +47.4% | +84.3% |
| 3Y | +375.7% | +565.6% | -190.0% | +260.0% |
| 5Y | +379.0% | +500.4% | -121.3% | +248.9% |
| All | +291.1% | +421.7% | -130.6% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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