+311.9%
ROIV vs COO
-24.0%
+335.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.9% |
| 7D | -2.4% | +5.3% | -7.7% | -3.5% |
| 30D | +3.1% | +12.5% | -9.5% | +0.4% |
| 3M | +5.8% | -15.1% | +21.0% | +9.3% |
| 6M | +29.3% | +3.7% | +25.6% | +25.8% |
| YTD | +68.8% | -22.5% | +91.3% | +78.0% |
| 1Y | +81.0% | -7.8% | +88.8% | +81.6% |
| All | +311.9% | -24.0% | +335.9% | +301.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling