+421.4%
ROIV vs COO
-41.3%
+462.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | +14.3% | +4.5% | +9.8% | +12.7% |
| 30D | +16.2% | +16.9% | -0.7% | +10.4% |
| 3M | +15.1% | -16.7% | +31.8% | +21.5% |
| 6M | +44.2% | +5.9% | +38.3% | +38.2% |
| YTD | +89.8% | -22.4% | +112.3% | +104.4% |
| 1Y | +94.6% | -10.1% | +104.7% | +97.4% |
| 3Y | +367.5% | -22.8% | +390.3% | +382.3% |
| 5Y | +421.4% | -41.4% | +462.8% | +537.9% |
| All | +421.4% | -41.3% | +462.7% | +537.9% |
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