+389.2%
ROIV vs REPL
-35.0%
+424.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +1.7% | +1.2% | +0.4% | +1.6% |
| 30D | +17.6% | +92.2% | -74.6% | +12.8% |
| 3M | +9.0% | +44.1% | -35.1% | +6.2% |
| 6M | +35.3% | +313.0% | -277.7% | +17.6% |
| YTD | +82.2% | +125.2% | -43.0% | +57.8% |
| 1Y | +92.3% | +143.8% | -51.5% | +65.3% |
| 3Y | +336.8% | +104.2% | +232.6% | +179.6% |
| All | +389.2% | -35.0% | +424.2% | +317.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling