+291.1%
ROIV vs COO
-25.2%
+316.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.8% |
| 7D | +13.3% | +4.3% | +9.0% | +11.9% |
| 30D | +14.8% | +17.6% | -2.8% | +9.0% |
| 3M | +11.9% | -13.9% | +25.8% | +16.5% |
| 6M | +42.4% | +6.6% | +35.9% | +36.6% |
| YTD | +87.4% | -22.0% | +109.4% | +100.6% |
| 1Y | +97.2% | -8.8% | +106.0% | +99.1% |
| 3Y | +375.7% | -21.5% | +397.2% | +389.1% |
| 5Y | +379.0% | -41.0% | +420.0% | +438.1% |
| All | +291.1% | -25.2% | +316.2% | +321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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