+235.9%
ROIV vs EOSE
-73.9%
+309.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.9% | -9.3% | +0.7% |
| 7D | +0.6% | +19.0% | -18.4% | -0.9% |
| 30D | +1.0% | +1.6% | -0.6% | +0.5% |
| 3M | +18.3% | -52.0% | +70.3% | +24.0% |
| 6M | +18.3% | -42.5% | +60.8% | +20.6% |
| YTD | +61.0% | -66.1% | +127.1% | +68.8% |
| 1Y | +177.9% | -47.1% | +225.0% | +177.8% |
| 3Y | +199.1% | +0.8% | +198.3% | +158.9% |
| 5Y | +250.7% | -71.7% | +322.4% | +165.8% |
| All | +235.9% | -73.9% | +309.8% | +155.3% |
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