+316.5%
ROIV vs QSR
+46.1%
+270.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.4% | +21.1% | +19.6% |
| 7D | +20.2% | +0.1% | +20.1% | +19.9% |
| 30D | +14.1% | +5.9% | +8.2% | +11.3% |
| 3M | +45.6% | +10.5% | +35.1% | +39.1% |
| 6M | +44.1% | +7.7% | +36.4% | +38.5% |
| YTD | +91.2% | +16.8% | +74.4% | +77.2% |
| 1Y | +221.3% | +30.9% | +190.4% | +183.1% |
| 3Y | +229.2% | +28.2% | +201.0% | +182.9% |
| 5Y | +316.5% | +45.0% | +271.5% | +194.1% |
| All | +316.5% | +46.1% | +270.4% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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