+263.2%
ROIV vs NYT
+55.6%
+207.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | +22.3% | -1.6% | +23.9% | +22.5% |
| 30D | +16.9% | +2.8% | +14.1% | +16.6% |
| 3M | +43.9% | -9.2% | +53.1% | +44.8% |
| 6M | +41.6% | -17.1% | +58.7% | +44.2% |
| YTD | +92.7% | -3.2% | +95.9% | +90.9% |
| 1Y | +210.2% | +15.7% | +194.5% | +195.6% |
| All | +263.2% | +55.6% | +207.7% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling