+252.1%
ROIV vs REPL
-56.4%
+308.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -4.0% |
| 7D | -2.4% | +15.1% | -17.5% | -3.2% |
| 30D | +3.1% | +51.1% | -48.0% | +0.4% |
| 3M | +5.8% | +69.2% | -63.4% | +2.2% |
| 6M | +29.3% | +597.6% | -568.3% | +7.7% |
| YTD | +68.8% | +106.0% | -37.2% | +47.4% |
| 1Y | +81.0% | +133.3% | -52.3% | +56.4% |
| 3Y | +294.6% | +41.0% | +253.6% | +184.3% |
| 5Y | +373.1% | -40.1% | +413.3% | +259.6% |
| All | +252.1% | -56.4% | +308.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling