+311.9%
ROIV vs CAPR
+200.7%
+111.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -4.2% |
| 7D | -2.4% | +29.7% | -32.1% | -2.8% |
| 30D | +3.1% | +11.0% | -7.9% | +2.8% |
| 3M | +5.8% | +118.8% | -113.0% | +4.1% |
| 6M | +29.3% | -73.9% | +103.2% | +30.7% |
| YTD | +68.8% | -70.2% | +139.0% | +70.0% |
| 1Y | +81.0% | +38.3% | +42.8% | +72.8% |
| All | +311.9% | +200.7% | +111.2% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling