+298.8%
ROIV vs NTRS
+136.2%
+162.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.9% | +19.7% | +19.0% |
| 7D | +20.2% | +1.7% | +18.5% | +19.5% |
| 30D | +14.1% | +0.1% | +14.0% | +14.0% |
| 3M | +45.6% | +9.8% | +35.8% | +41.7% |
| 6M | +44.1% | +34.7% | +9.5% | +32.4% |
| YTD | +91.2% | +37.4% | +53.8% | +74.8% |
| 1Y | +221.3% | +48.2% | +173.1% | +187.7% |
| 3Y | +229.2% | +163.5% | +65.7% | +152.3% |
| 5Y | +316.5% | +88.2% | +228.2% | +232.7% |
| All | +298.8% | +136.2% | +162.7% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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