+291.1%
ROIV vs CHD
+38.2%
+252.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.4% |
| 7D | +13.3% | +0.8% | +12.5% | +13.2% |
| 30D | +14.8% | +13.5% | +1.3% | +13.0% |
| 3M | +11.9% | +8.1% | +3.8% | +10.9% |
| 6M | +42.4% | +19.9% | +22.5% | +38.7% |
| YTD | +87.4% | +34.0% | +53.4% | +78.4% |
| 1Y | +97.2% | +29.8% | +67.4% | +88.8% |
| 3Y | +375.7% | +28.7% | +347.0% | +350.0% |
| 5Y | +379.0% | +31.8% | +347.2% | +328.3% |
| All | +291.1% | +38.2% | +252.8% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling