+336.8%
ROIV vs QS
-32.2%
+369.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.6% |
| 7D | +1.7% | -14.0% | +15.7% | +3.3% |
| 30D | +17.6% | -6.4% | +23.9% | +18.4% |
| 3M | +9.0% | -40.3% | +49.2% | +14.7% |
| 6M | +35.3% | -57.5% | +92.8% | +46.1% |
| YTD | +82.2% | -64.7% | +146.8% | +98.2% |
| 1Y | +92.3% | -72.9% | +165.1% | +113.1% |
| 3Y | +336.8% | -33.5% | +370.2% | +322.8% |
| All | +336.8% | -32.2% | +369.0% | +322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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