+302.4%
ROIV vs RSG
+186.0%
+116.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +9.5% | +1.6% | +7.9% | +9.2% |
| 30D | +21.0% | +13.5% | +7.5% | +18.7% |
| 3M | +18.7% | +16.3% | +2.4% | +15.9% |
| 6M | +44.5% | +26.9% | +17.6% | +38.4% |
| YTD | +92.9% | +19.1% | +73.8% | +86.6% |
| 1Y | +100.2% | +21.8% | +78.4% | +92.8% |
| 3Y | +375.0% | +63.5% | +311.5% | +332.5% |
| 5Y | +435.2% | +98.6% | +336.5% | +362.0% |
| All | +302.4% | +186.0% | +116.4% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling