+411.6%
ROIV vs RGEN
-35.1%
+446.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.4% |
| 7D | +5.3% | -1.9% | +7.3% | +5.9% |
| 30D | +11.9% | +3.7% | +8.1% | +10.7% |
| 3M | +10.7% | +8.8% | +1.9% | +7.6% |
| 6M | +34.9% | +38.0% | -3.0% | +21.6% |
| YTD | +79.2% | +5.9% | +73.3% | +72.7% |
| 1Y | +89.0% | +19.7% | +69.3% | +75.6% |
| 3Y | +337.3% | +20.5% | +316.8% | +281.8% |
| All | +411.6% | -35.1% | +446.7% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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