+92.3%
ROIV vs COO
-12.3%
+104.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +17.6% | +14.2% | +3.4% | +16.3% |
| 3M | +9.0% | -18.2% | +27.2% | +10.5% |
| 6M | +35.3% | +5.3% | +29.9% | +29.1% |
| YTD | +82.2% | -23.6% | +105.7% | +86.3% |
| 1Y | +92.3% | -12.7% | +104.9% | +95.6% |
| All | +92.3% | -12.3% | +104.6% | +95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling