+235.9%
ROIV vs MKTX
-69.1%
+304.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +1.0% | +1.1% | -0.1% | +0.8% |
| 3M | +18.3% | +36.1% | -17.8% | +12.1% |
| 6M | +18.3% | -12.9% | +31.2% | +20.6% |
| YTD | +61.0% | -8.5% | +69.5% | +62.4% |
| 1Y | +177.9% | -7.5% | +185.4% | +179.4% |
| 3Y | +199.1% | -28.3% | +227.4% | +209.8% |
| 5Y | +250.7% | -63.3% | +314.0% | +269.5% |
| All | +235.9% | -69.1% | +304.9% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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