+252.1%
ROIV vs COO
-25.6%
+277.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.8% |
| 7D | -2.4% | +5.3% | -7.7% | -3.9% |
| 30D | +3.1% | +12.5% | -9.5% | -0.7% |
| 3M | +5.8% | -15.1% | +21.0% | +10.7% |
| 6M | +29.3% | +3.7% | +25.6% | +25.2% |
| YTD | +68.8% | -22.5% | +91.3% | +81.1% |
| 1Y | +81.0% | -7.8% | +88.8% | +81.9% |
| 3Y | +294.6% | -24.1% | +318.7% | +311.7% |
| 5Y | +373.1% | -40.1% | +413.2% | +430.8% |
| All | +252.1% | -25.6% | +277.8% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling