+421.4%
ROIV vs RRX
+13.9%
+407.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +14.3% | 0.0% | +14.3% | +14.2% |
| 30D | +16.2% | +9.0% | +7.2% | +13.4% |
| 3M | +15.1% | +4.0% | +11.1% | +13.4% |
| 6M | +44.2% | -15.7% | +59.9% | +47.8% |
| YTD | +89.8% | +29.0% | +60.8% | +73.0% |
| 1Y | +94.6% | +35.2% | +59.3% | +74.5% |
| 3Y | +367.5% | +67.7% | +299.8% | +276.5% |
| 5Y | +421.4% | +14.9% | +406.5% | +343.8% |
| All | +421.4% | +13.9% | +407.5% | +343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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