+273.8%
ROIV vs RBA
+46.8%
+227.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.3% |
| 7D | +5.3% | +4.3% | +1.1% | +4.7% |
| 30D | +11.9% | +16.3% | -4.4% | +9.5% |
| 3M | +10.7% | +1.3% | +9.4% | +10.4% |
| 6M | +34.9% | -11.1% | +46.0% | +36.5% |
| YTD | +79.2% | -8.5% | +87.6% | +80.4% |
| 1Y | +89.0% | -2.1% | +91.1% | +88.6% |
| 3Y | +337.3% | +44.6% | +292.8% | +317.2% |
| 5Y | +402.3% | +36.8% | +365.5% | +359.0% |
| All | +273.8% | +46.8% | +227.1% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling