+280.1%
ROIV vs CP
+47.9%
+232.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +1.7% | +2.1% | -0.5% | +1.0% |
| 30D | +17.6% | +9.3% | +8.3% | +14.5% |
| 3M | +9.0% | +0.5% | +8.5% | +8.6% |
| 6M | +35.3% | +10.4% | +24.9% | +30.6% |
| YTD | +82.2% | +28.7% | +53.5% | +66.9% |
| 1Y | +92.3% | +33.2% | +59.1% | +74.1% |
| 3Y | +336.8% | +38.4% | +298.4% | +290.0% |
| 5Y | +370.6% | +26.2% | +344.4% | +325.6% |
| All | +280.1% | +47.9% | +232.2% | +248.7% |
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