+291.1%
ROIV vs REPL
-51.5%
+342.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.4% |
| 7D | +13.3% | +14.2% | -0.9% | +12.5% |
| 30D | +14.8% | +65.9% | -51.1% | +11.2% |
| 3M | +11.9% | +84.6% | -72.7% | +7.5% |
| 6M | +42.4% | +446.9% | -404.5% | +21.3% |
| YTD | +87.4% | +129.0% | -41.6% | +62.7% |
| 1Y | +97.2% | +167.9% | -70.6% | +69.0% |
| 3Y | +375.7% | +93.9% | +281.8% | +223.0% |
| 5Y | +379.0% | -33.0% | +412.0% | +261.8% |
| All | +291.1% | -51.5% | +342.6% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling