+302.4%
ROIV vs RRX
+71.1%
+231.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +9.5% | +5.4% | +4.1% | +8.2% |
| 30D | +21.0% | +12.0% | +9.0% | +17.7% |
| 3M | +18.7% | +6.1% | +12.6% | +16.7% |
| 6M | +44.5% | -13.2% | +57.7% | +46.8% |
| YTD | +92.9% | +31.0% | +61.9% | +77.7% |
| 1Y | +100.2% | +38.8% | +61.5% | +81.6% |
| 3Y | +375.0% | +70.3% | +304.7% | +299.8% |
| 5Y | +435.2% | +15.5% | +419.6% | +352.7% |
| All | +302.4% | +71.1% | +231.3% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling