+235.9%
ROIV vs EXEL
+211.4%
+24.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.6% | +8.4% | -7.7% | -1.7% |
| 30D | +1.0% | +4.1% | -3.1% | -0.4% |
| 3M | +18.3% | +12.4% | +5.9% | +14.0% |
| 6M | +18.3% | +41.5% | -23.2% | +6.7% |
| YTD | +61.0% | +34.6% | +26.3% | +47.2% |
| 1Y | +177.9% | +57.9% | +120.0% | +142.5% |
| 3Y | +199.1% | +159.5% | +39.6% | +116.4% |
| 5Y | +250.7% | +198.5% | +52.2% | +141.1% |
| All | +235.9% | +211.4% | +24.5% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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