+273.8%
ROIV vs RGEN
-1.7%
+275.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.5% |
| 7D | +5.3% | -1.9% | +7.3% | +5.9% |
| 30D | +11.9% | +3.7% | +8.1% | +10.8% |
| 3M | +10.7% | +8.8% | +1.9% | +8.0% |
| 6M | +34.9% | +38.0% | -3.0% | +23.1% |
| YTD | +79.2% | +5.9% | +73.3% | +73.4% |
| 1Y | +89.0% | +19.7% | +69.3% | +77.1% |
| 3Y | +337.3% | +20.5% | +316.8% | +289.8% |
| 5Y | +402.3% | -35.0% | +437.3% | +360.1% |
| All | +273.8% | -1.7% | +275.6% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling