+235.9%
ROIV vs RGEN
-5.0%
+240.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +0.6% | -4.9% | +5.6% | +1.8% |
| 30D | +1.0% | +5.7% | -4.7% | -0.5% |
| 3M | +18.3% | +32.4% | -14.2% | +9.6% |
| 6M | +18.3% | +33.2% | -14.9% | +8.8% |
| YTD | +61.0% | +2.3% | +58.7% | +57.6% |
| 1Y | +177.9% | +39.0% | +138.9% | +150.6% |
| 3Y | +199.1% | -4.6% | +203.7% | +182.6% |
| 5Y | +250.7% | -42.7% | +293.4% | +225.1% |
| All | +235.9% | -5.0% | +240.9% | +207.5% |
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