+319.8%
ROIV vs NYT
+39.3%
+280.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +22.3% | -1.6% | +23.9% | +22.8% |
| 30D | +16.9% | +2.8% | +14.1% | +16.1% |
| 3M | +43.9% | -9.2% | +53.1% | +46.3% |
| 6M | +41.6% | -17.1% | +58.7% | +46.9% |
| YTD | +92.7% | -3.2% | +95.9% | +90.6% |
| 1Y | +210.2% | +15.7% | +194.5% | +189.7% |
| 3Y | +231.8% | +55.7% | +176.1% | +174.9% |
| All | +319.8% | +39.3% | +280.4% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling