+411.6%
ROIV vs CP
+24.4%
+387.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.8% |
| 7D | +5.3% | +2.8% | +2.6% | +4.3% |
| 30D | +11.9% | +10.2% | +1.7% | +8.0% |
| 3M | +10.7% | +2.4% | +8.4% | +9.5% |
| 6M | +34.9% | +7.7% | +27.2% | +30.3% |
| YTD | +79.2% | +26.0% | +53.2% | +62.0% |
| 1Y | +89.0% | +34.6% | +54.4% | +66.2% |
| 3Y | +337.3% | +26.7% | +310.7% | +288.8% |
| All | +411.6% | +24.4% | +387.2% | +354.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling