+235.9%
ROIV vs RBA
+31.1%
+204.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.6% | -2.9% | +3.6% | +1.1% |
| 30D | +1.0% | -12.3% | +13.3% | +2.8% |
| 3M | +18.3% | -20.5% | +38.8% | +21.8% |
| 6M | +18.3% | -18.5% | +36.9% | +21.3% |
| YTD | +61.0% | -18.2% | +79.2% | +64.9% |
| 1Y | +177.9% | -27.5% | +205.4% | +189.1% |
| 3Y | +199.1% | +38.1% | +161.0% | +188.9% |
| 5Y | +250.7% | +44.8% | +205.9% | +233.0% |
| All | +235.9% | +31.1% | +204.7% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling