+273.8%
ROIV vs RRC
+652.8%
-379.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.3% |
| 7D | +5.3% | -10.8% | +16.2% | +5.8% |
| 30D | +11.9% | +22.3% | -10.4% | +10.7% |
| 3M | +10.7% | +26.6% | -15.9% | +9.3% |
| 6M | +34.9% | +18.9% | +16.0% | +33.5% |
| YTD | +79.2% | +39.2% | +40.0% | +75.4% |
| 1Y | +89.0% | +34.0% | +55.1% | +85.3% |
| 3Y | +337.3% | +42.0% | +295.3% | +324.9% |
| 5Y | +402.3% | +111.9% | +290.5% | +405.2% |
| All | +273.8% | +652.8% | -379.0% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling