+296.1%
ROIV vs QSR
+59.4%
+236.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +14.3% | +4.5% | +9.8% | +12.8% |
| 30D | +16.2% | +9.4% | +6.8% | +12.9% |
| 3M | +15.1% | +7.5% | +7.6% | +12.0% |
| 6M | +44.2% | -0.8% | +45.1% | +43.7% |
| YTD | +89.8% | +16.9% | +72.9% | +77.5% |
| 1Y | +94.6% | +16.3% | +78.3% | +82.2% |
| 3Y | +367.5% | +25.3% | +342.3% | +317.7% |
| 5Y | +421.4% | +60.4% | +361.0% | +306.8% |
| All | +296.1% | +59.4% | +236.7% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling