+89.0%
ROIV vs RBA
-3.3%
+92.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.3% |
| 7D | +5.3% | +4.3% | +1.1% | +4.8% |
| 30D | +11.9% | +16.3% | -4.4% | +9.4% |
| 3M | +10.7% | +1.3% | +9.4% | +11.1% |
| 6M | +34.9% | -11.1% | +46.0% | +37.0% |
| YTD | +79.2% | -8.5% | +87.6% | +81.3% |
| 1Y | +89.0% | -2.1% | +91.1% | +88.3% |
| All | +89.0% | -3.3% | +92.3% | +88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling