+411.6%
ROIV vs RL
+226.8%
+184.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.5% | +6.6% |
| 7D | +5.3% | -4.2% | +9.5% | +6.7% |
| 30D | +11.9% | +4.3% | +7.6% | +10.4% |
| 3M | +10.7% | -4.6% | +15.3% | +12.0% |
| 6M | +34.9% | +1.7% | +33.2% | +32.8% |
| YTD | +79.2% | +7.3% | +71.8% | +72.2% |
| 1Y | +89.0% | +20.8% | +68.2% | +74.3% |
| 3Y | +337.3% | +247.0% | +90.4% | +152.6% |
| All | +411.6% | +226.8% | +184.7% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling