+229.2%
ROIV vs RSG
+55.3%
+173.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.2% | +18.8% |
| 7D | +20.2% | -0.7% | +20.9% | +20.2% |
| 30D | +14.1% | +3.3% | +10.8% | +13.7% |
| 3M | +45.6% | +8.5% | +37.1% | +43.3% |
| 6M | +44.1% | -3.5% | +47.7% | +45.5% |
| YTD | +91.2% | +5.5% | +85.7% | +88.5% |
| 1Y | +221.3% | -1.7% | +223.0% | +223.1% |
| 3Y | +229.2% | +56.9% | +172.3% | +195.3% |
| All | +229.2% | +55.3% | +173.9% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling