Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ROIV vs COMP✓SelectedUSD · COMPROIV vs COMP performance historyLatest closeAs of+1.51%09/04
Stock and ETF performance explorer

ROIV vs COMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+197.3%
COMP return
+215.9%
Excess return
-18.6%
Maximum drawdown
-36.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioCOMPExcessAlpha
1D+1.5%+0.5%+1.0%+1.4%
7D+0.6%+1.4%-0.7%+0.4%
30D+1.0%-13.3%+14.3%+2.8%
3M+18.3%+41.1%-22.8%+12.2%
6M+18.3%+17.2%+1.2%+13.8%
YTD+61.0%+5.2%+55.8%+56.4%
1Y+177.9%+18.9%+159.0%+164.5%
All+197.3%+215.9%-18.6%+103.9%

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