+250.4%
ROIV vs COO
-38.8%
+289.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +0.6% | -2.2% | +2.9% | +1.4% |
| 30D | +1.0% | -7.0% | +8.0% | +3.4% |
| 3M | +18.3% | +12.2% | +6.1% | +12.2% |
| 6M | +18.3% | -15.1% | +33.4% | +24.9% |
| YTD | +61.0% | -15.1% | +76.1% | +69.6% |
| 1Y | +177.9% | +2.3% | +175.5% | +170.4% |
| 3Y | +199.1% | -23.7% | +222.7% | +217.5% |
| All | +250.4% | -38.8% | +289.1% | +294.8% |
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