+284.5%
ROIV vs EOSE
-87.8%
+372.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.0% | +4.6% | -3.7% |
| 7D | +9.2% | -3.7% | +12.9% | +9.4% |
| 30D | +19.9% | -22.0% | +41.9% | +21.6% |
| 3M | +10.6% | -57.3% | +67.9% | +17.2% |
| 6M | +36.1% | -77.7% | +113.7% | +50.0% |
| YTD | +84.3% | -84.2% | +168.5% | +104.0% |
| 1Y | +87.6% | -89.5% | +177.1% | +113.4% |
| 3Y | +353.9% | +41.4% | +312.5% | +281.7% |
| 5Y | +376.1% | -83.0% | +459.1% | +279.0% |
| All | +284.5% | -87.8% | +372.4% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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