+235.9%
ROIV vs BR
+31.6%
+204.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.2% |
| 7D | +0.6% | -5.3% | +5.9% | +1.8% |
| 30D | +1.0% | +6.4% | -5.5% | -0.5% |
| 3M | +18.3% | +13.6% | +4.6% | +14.6% |
| 6M | +18.3% | -6.7% | +25.0% | +20.0% |
| YTD | +61.0% | -21.1% | +82.1% | +71.0% |
| 1Y | +177.9% | -29.6% | +207.4% | +206.3% |
| 3Y | +199.1% | -2.4% | +201.4% | +193.7% |
| 5Y | +250.7% | +11.2% | +239.5% | +203.7% |
| All | +235.9% | +31.6% | +204.2% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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