+311.9%
ROIV vs RBA
+44.2%
+267.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -2.4% | +7.3% | -9.7% | -3.7% |
| 30D | +3.1% | +16.9% | -13.9% | -0.2% |
| 3M | +5.8% | -0.5% | +6.3% | +6.0% |
| 6M | +29.3% | -10.4% | +39.7% | +31.6% |
| YTD | +68.8% | -7.2% | +76.0% | +69.9% |
| 1Y | +81.0% | -2.2% | +83.3% | +79.9% |
| All | +311.9% | +44.2% | +267.7% | +273.5% |
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