+336.8%
ROIV vs RRC
+60.0%
+276.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +1.7% | +6.4% | -4.7% | +1.2% |
| 30D | +17.6% | +23.9% | -6.3% | +14.8% |
| 3M | +9.0% | +30.2% | -21.2% | +5.6% |
| 6M | +35.3% | +26.3% | +9.0% | +31.5% |
| YTD | +82.2% | +48.1% | +34.1% | +70.3% |
| 1Y | +92.3% | +37.7% | +54.6% | +82.2% |
| 3Y | +336.8% | +60.3% | +276.5% | +275.7% |
| All | +336.8% | +60.0% | +276.8% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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