+252.1%
ROIV vs CAPR
+99.1%
+153.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -4.1% |
| 7D | -2.4% | +29.7% | -32.1% | -3.1% |
| 30D | +3.1% | +11.0% | -7.9% | +2.7% |
| 3M | +5.8% | +118.8% | -113.0% | +2.9% |
| 6M | +29.3% | -73.9% | +103.2% | +31.5% |
| YTD | +68.8% | -70.2% | +139.0% | +70.7% |
| 1Y | +81.0% | +38.3% | +42.8% | +64.8% |
| 3Y | +294.6% | +199.7% | +95.0% | +185.7% |
| 5Y | +373.1% | +130.6% | +242.6% | +234.4% |
| All | +252.1% | +99.1% | +153.0% | +149.2% |
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