+92.1%
ROIV vs RL
+22.3%
+69.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +3.5% |
| 7D | +13.3% | +0.2% | +13.1% | +13.3% |
| 30D | +14.8% | +7.3% | +7.4% | +13.5% |
| 3M | +11.9% | +1.0% | +10.9% | +12.2% |
| 6M | +42.4% | +11.8% | +30.6% | +40.6% |
| YTD | +87.4% | +13.6% | +73.8% | +79.0% |
| All | +92.1% | +22.3% | +69.8% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling