+235.9%
ROIV vs BIDU
-32.2%
+268.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.8% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | +1.0% | -10.5% | +11.4% | +2.6% |
| 3M | +18.3% | -26.2% | +44.5% | +24.0% |
| 6M | +18.3% | -16.4% | +34.7% | +20.6% |
| YTD | +61.0% | -23.9% | +84.8% | +66.4% |
| 1Y | +177.9% | +1.3% | +176.6% | +171.7% |
| 3Y | +199.1% | -32.1% | +231.1% | +205.7% |
| 5Y | +250.7% | -39.0% | +289.7% | +247.1% |
| All | +235.9% | -32.2% | +268.0% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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