+221.3%
ROIV vs CHD
+2.5%
+218.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.8% | +18.6% |
| 7D | +20.2% | -2.9% | +23.1% | +20.0% |
| 30D | +14.1% | -6.2% | +20.3% | +13.9% |
| 3M | +45.6% | +1.6% | +44.0% | +45.4% |
| 6M | +44.1% | -3.5% | +47.7% | +44.3% |
| YTD | +91.2% | +16.2% | +74.9% | +87.2% |
| 1Y | +221.3% | +3.4% | +217.9% | +237.6% |
| All | +221.3% | +2.5% | +218.8% | +237.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling