+197.3%
ROIV vs REPL
-22.6%
+219.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +0.6% | -3.0% | +3.6% | +0.7% |
| 30D | +1.0% | +27.1% | -26.2% | +0.1% |
| 3M | +18.3% | +52.4% | -34.1% | +15.3% |
| 6M | +18.3% | +107.4% | -89.1% | +10.3% |
| YTD | +61.0% | +54.7% | +6.2% | +51.7% |
| 1Y | +177.9% | +158.9% | +19.0% | +151.5% |
| All | +197.3% | -22.6% | +219.9% | +222.5% |
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 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