+273.8%
ROIV vs CHD
+35.8%
+238.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.4% |
| 7D | +5.3% | +2.0% | +3.4% | +5.1% |
| 30D | +11.9% | +13.0% | -1.1% | +10.2% |
| 3M | +10.7% | +6.1% | +4.6% | +9.9% |
| 6M | +34.9% | +15.9% | +19.0% | +32.0% |
| YTD | +79.2% | +31.6% | +47.6% | +70.9% |
| 1Y | +89.0% | +28.5% | +60.6% | +81.0% |
| 3Y | +337.3% | +30.5% | +306.9% | +311.7% |
| 5Y | +402.3% | +30.7% | +371.6% | +348.8% |
| All | +273.8% | +35.8% | +238.1% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling