+421.4%
ROIV vs RL
+245.5%
+175.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +14.3% | +1.3% | +13.0% | +13.8% |
| 30D | +16.2% | +7.6% | +8.6% | +13.6% |
| 3M | +15.1% | -1.5% | +16.6% | +15.4% |
| 6M | +44.2% | +12.1% | +32.1% | +37.8% |
| YTD | +89.8% | +13.9% | +75.9% | +79.3% |
| 1Y | +94.6% | +20.7% | +73.9% | +80.0% |
| 3Y | +367.5% | +260.6% | +107.0% | +169.3% |
| 5Y | +421.4% | +248.9% | +172.5% | +195.2% |
| All | +421.4% | +245.5% | +175.9% | +195.2% |
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