+92.4%
ROIV vs CAPR
+47.4%
+45.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.3% | -2.2% | +6.0% |
| 7D | +3.0% | +43.2% | -40.2% | +2.6% |
| 30D | +6.8% | +14.7% | -7.8% | +6.6% |
| 3M | +10.5% | +113.9% | -103.4% | +9.4% |
| 6M | +34.8% | -73.4% | +108.2% | +35.7% |
| YTD | +76.2% | -69.1% | +145.3% | +77.1% |
| 1Y | +92.4% | +47.2% | +45.2% | +88.3% |
| All | +92.4% | +47.4% | +45.0% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling