+311.9%
ROIV vs COMP
+309.8%
+2.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.2% | +4.0% | -3.1% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | +3.1% | -0.8% | +3.8% | +3.0% |
| 3M | +5.8% | -28.1% | +34.0% | +10.3% |
| 6M | +29.3% | +27.0% | +2.3% | +23.1% |
| YTD | +68.8% | -12.8% | +81.5% | +67.5% |
| 1Y | +81.0% | +4.9% | +76.1% | +75.0% |
| All | +311.9% | +309.8% | +2.1% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling