+235.9%
ROIV vs CAPR
+117.6%
+118.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +0.6% | -2.0% | +2.6% | +0.7% |
| 30D | +1.0% | +139.2% | -138.2% | -1.9% |
| 3M | +18.3% | -66.4% | +84.7% | +19.7% |
| 6M | +18.3% | -63.1% | +81.5% | +19.4% |
| YTD | +61.0% | -67.4% | +128.4% | +62.8% |
| 1Y | +177.9% | +58.2% | +119.6% | +150.6% |
| 3Y | +199.1% | +42.2% | +156.8% | +136.6% |
| 5Y | +250.7% | +87.3% | +163.5% | +148.8% |
| All | +235.9% | +117.6% | +118.3% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling