+252.1%
ROIV vs RL
+348.8%
-96.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.3% | +3.1% | -2.2% |
| 7D | -2.4% | -4.7% | +2.3% | -1.1% |
| 30D | +3.1% | +3.6% | -0.5% | +2.1% |
| 3M | +5.8% | +0.5% | +5.3% | +5.4% |
| 6M | +29.3% | +6.6% | +22.7% | +26.0% |
| YTD | +68.8% | +8.8% | +59.9% | +62.6% |
| 1Y | +81.0% | +21.8% | +59.3% | +68.7% |
| 3Y | +294.6% | +245.8% | +48.8% | +156.3% |
| 5Y | +373.1% | +230.0% | +143.2% | +189.2% |
| All | +252.1% | +348.8% | -96.7% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling