+250.4%
ROIV vs RL
+238.1%
+12.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.9% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +1.0% | -7.8% | +8.7% | +3.3% |
| 3M | +18.3% | -4.0% | +22.3% | +19.3% |
| 6M | +18.3% | -1.9% | +20.2% | +17.6% |
| YTD | +61.0% | -0.2% | +61.1% | +58.6% |
| 1Y | +177.9% | +10.7% | +167.2% | +163.5% |
| 3Y | +199.1% | +210.8% | -11.7% | +83.0% |
| All | +250.4% | +238.1% | +12.3% | +107.1% |
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