+316.5%
ROIV vs MDY
+47.1%
+269.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.4% | +19.3% |
| 7D | +20.2% | +1.0% | +19.1% | +18.9% |
| 30D | +14.1% | -3.1% | +17.3% | +17.3% |
| 3M | +45.6% | +1.8% | +43.8% | +43.2% |
| 6M | +44.1% | +10.8% | +33.3% | +31.7% |
| YTD | +91.2% | +14.4% | +76.7% | +70.4% |
| 1Y | +221.3% | +15.2% | +206.1% | +184.0% |
| 3Y | +229.2% | +51.2% | +178.0% | +126.4% |
| 5Y | +316.5% | +47.2% | +269.2% | +183.1% |
| All | +316.5% | +47.1% | +269.3% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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