+284.5%
ROIV vs CP
+48.6%
+235.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.7% |
| 7D | +9.2% | +0.9% | +8.3% | +8.9% |
| 30D | +19.9% | +10.3% | +9.6% | +16.5% |
| 3M | +10.6% | +2.3% | +8.3% | +9.7% |
| 6M | +36.1% | +10.7% | +25.4% | +31.2% |
| YTD | +84.3% | +29.3% | +55.0% | +68.6% |
| 1Y | +87.6% | +31.5% | +56.1% | +70.6% |
| 3Y | +353.9% | +36.7% | +317.2% | +306.4% |
| 5Y | +376.1% | +26.8% | +349.3% | +329.9% |
| All | +284.5% | +48.6% | +235.9% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling