+273.8%
ROIV vs EXEL
+267.1%
+6.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.8% |
| 7D | +5.3% | +0.3% | +5.1% | +5.3% |
| 30D | +11.9% | +19.0% | -7.2% | +6.5% |
| 3M | +10.7% | +33.3% | -22.6% | +1.8% |
| 6M | +34.9% | +42.9% | -7.9% | +21.3% |
| YTD | +79.2% | +58.7% | +20.4% | +56.2% |
| 1Y | +89.0% | +70.5% | +18.5% | +61.6% |
| 3Y | +337.3% | +233.8% | +103.5% | +193.4% |
| 5Y | +402.3% | +259.3% | +143.0% | +229.6% |
| All | +273.8% | +267.1% | +6.7% | +139.0% |
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