+297.5%
ROIV vs COMP
-52.0%
+349.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.7% | -4.6% | +4.6% |
| 7D | +5.3% | +13.4% | -8.1% | +3.4% |
| 30D | +11.9% | +11.1% | +0.8% | +10.0% |
| 3M | +10.7% | -18.8% | +29.5% | +13.5% |
| 6M | +34.9% | +10.5% | +24.4% | +31.4% |
| YTD | +79.2% | -3.4% | +82.6% | +75.6% |
| 1Y | +89.0% | +19.7% | +69.3% | +79.2% |
| 3Y | +337.3% | +381.6% | -44.3% | +219.5% |
| 5Y | +402.3% | -17.6% | +419.9% | +285.6% |
| All | +297.5% | -52.0% | +349.5% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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