+273.8%
ROIV vs REPL
-52.9%
+326.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.0% | -1.8% | +5.7% |
| 7D | +5.3% | +22.8% | -17.4% | +4.0% |
| 30D | +11.9% | +63.8% | -51.9% | +8.5% |
| 3M | +10.7% | +68.1% | -57.4% | +6.9% |
| 6M | +34.9% | +528.5% | -493.6% | +13.5% |
| YTD | +79.2% | +122.4% | -43.3% | +55.8% |
| 1Y | +89.0% | +154.4% | -65.3% | +62.5% |
| 3Y | +337.3% | +68.0% | +269.4% | +205.1% |
| 5Y | +402.3% | -35.4% | +437.7% | +280.1% |
| All | +273.8% | -52.9% | +326.7% | +185.5% |
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