+375.7%
ROIV vs RBA
+48.1%
+327.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.1% |
| 7D | +13.3% | +2.5% | +10.8% | +12.8% |
| 30D | +14.8% | +11.6% | +3.2% | +12.2% |
| 3M | +11.9% | +1.5% | +10.4% | +11.7% |
| 6M | +42.4% | -6.6% | +49.0% | +43.5% |
| YTD | +87.4% | -6.3% | +93.7% | +88.3% |
| 1Y | +97.2% | -4.0% | +101.2% | +96.9% |
| 3Y | +375.7% | +47.3% | +328.4% | +329.2% |
| All | +375.7% | +48.1% | +327.6% | +329.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling