+235.9%
ROIV vs PSKY
-66.2%
+302.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +1.0% | +24.0% | -23.0% | -1.2% |
| 3M | +18.3% | +2.2% | +16.1% | +17.8% |
| 6M | +18.3% | -9.0% | +27.3% | +18.9% |
| YTD | +61.0% | -18.1% | +79.1% | +63.0% |
| 1Y | +177.9% | -25.1% | +203.0% | +181.9% |
| 3Y | +199.1% | -16.3% | +215.4% | +190.7% |
| 5Y | +250.7% | -70.4% | +321.1% | +258.2% |
| All | +235.9% | -66.2% | +302.1% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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