+421.4%
ROIV vs RBA
+48.5%
+372.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +14.3% | +3.2% | +11.1% | +13.7% |
| 30D | +16.2% | +12.0% | +4.2% | +13.8% |
| 3M | +15.1% | +2.9% | +12.2% | +14.4% |
| 6M | +44.2% | -6.3% | +50.5% | +45.1% |
| YTD | +89.8% | -5.9% | +95.7% | +90.5% |
| 1Y | +94.6% | -3.9% | +98.5% | +94.4% |
| 3Y | +367.5% | +64.9% | +302.7% | +326.1% |
| 5Y | +421.4% | +48.5% | +372.9% | +327.2% |
| All | +421.4% | +48.5% | +372.9% | +327.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling