+292.5%
ROIV vs NYT
+52.1%
+240.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +16.9% | -0.6% | +17.5% | +17.0% |
| 30D | +12.9% | +4.6% | +8.3% | +11.9% |
| 3M | +37.3% | -9.6% | +46.9% | +39.3% |
| 6M | +38.0% | -14.0% | +52.0% | +41.1% |
| YTD | +88.1% | -2.8% | +91.0% | +86.5% |
| 1Y | +183.3% | +15.6% | +167.7% | +168.4% |
| 3Y | +254.6% | +56.3% | +198.3% | +206.4% |
| 5Y | +309.8% | +39.5% | +270.3% | +211.7% |
| All | +292.5% | +52.1% | +240.4% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling