+411.6%
ROIV vs RBA
+37.7%
+373.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.4% |
| 7D | +5.3% | +4.3% | +1.1% | +4.6% |
| 30D | +11.9% | +16.3% | -4.4% | +8.8% |
| 3M | +10.7% | +1.3% | +9.4% | +10.3% |
| 6M | +34.9% | -11.1% | +46.0% | +37.0% |
| YTD | +79.2% | -8.5% | +87.6% | +80.6% |
| 1Y | +89.0% | -2.1% | +91.1% | +88.1% |
| 3Y | +337.3% | +44.6% | +292.8% | +305.3% |
| All | +411.6% | +37.7% | +373.9% | +322.8% |
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