+311.9%
ROIV vs REPL
+37.4%
+274.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -4.1% |
| 7D | -2.4% | +15.1% | -17.5% | -2.8% |
| 30D | +3.1% | +51.1% | -48.0% | +1.8% |
| 3M | +5.8% | +69.2% | -63.4% | +4.1% |
| 6M | +29.3% | +597.6% | -568.3% | +18.8% |
| YTD | +68.8% | +106.0% | -37.2% | +58.7% |
| 1Y | +81.0% | +133.3% | -52.3% | +69.4% |
| All | +311.9% | +37.4% | +274.5% | +255.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling