+197.3%
ROIV vs RL
+212.5%
-15.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +1.0% | -7.8% | +8.7% | +2.6% |
| 3M | +18.3% | -4.0% | +22.3% | +19.0% |
| 6M | +18.3% | -1.9% | +20.2% | +18.0% |
| YTD | +61.0% | -0.2% | +61.1% | +59.5% |
| 1Y | +177.9% | +10.7% | +167.2% | +168.4% |
| All | +197.3% | +212.5% | -15.2% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling