+291.1%
ROIV vs RL
+368.5%
-77.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +3.0% |
| 7D | +13.3% | +0.2% | +13.1% | +13.3% |
| 30D | +14.8% | +7.3% | +7.4% | +12.6% |
| 3M | +11.9% | +1.0% | +10.9% | +11.3% |
| 6M | +42.4% | +11.8% | +30.6% | +37.0% |
| YTD | +87.4% | +13.6% | +73.8% | +78.5% |
| 1Y | +97.2% | +24.0% | +73.2% | +83.0% |
| 3Y | +375.7% | +256.6% | +119.1% | +206.6% |
| 5Y | +379.0% | +240.2% | +138.8% | +189.5% |
| All | +291.1% | +368.5% | -77.4% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling