+311.9%
ROIV vs CP
+28.7%
+283.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | -2.4% | +6.1% | -8.5% | -4.3% |
| 30D | +3.1% | +9.8% | -6.7% | 0.0% |
| 3M | +5.8% | +2.7% | +3.1% | +4.7% |
| 6M | +29.3% | +12.8% | +16.5% | +22.9% |
| YTD | +68.8% | +28.2% | +40.6% | +51.4% |
| 1Y | +81.0% | +34.1% | +46.9% | +59.1% |
| All | +311.9% | +28.7% | +283.2% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling