+411.6%
ROIV vs COO
-41.6%
+453.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.8% |
| 7D | +5.3% | +4.7% | +0.6% | +3.7% |
| 30D | +11.9% | +13.9% | -2.0% | +7.1% |
| 3M | +10.7% | -14.9% | +25.7% | +15.9% |
| 6M | +34.9% | +2.0% | +32.9% | +30.9% |
| YTD | +79.2% | -23.9% | +103.1% | +94.2% |
| 1Y | +89.0% | -9.6% | +98.6% | +91.1% |
| 3Y | +337.3% | -25.4% | +362.8% | +357.8% |
| All | +411.6% | -41.6% | +453.2% | +533.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling