+421.4%
ROIV vs RSG
+98.3%
+323.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +14.3% | +2.0% | +12.3% | +13.9% |
| 30D | +16.2% | +14.2% | +2.1% | +13.3% |
| 3M | +15.1% | +15.8% | -0.6% | +11.9% |
| 6M | +44.2% | +24.6% | +19.7% | +37.3% |
| YTD | +89.8% | +18.2% | +71.6% | +82.5% |
| 1Y | +94.6% | +22.8% | +71.8% | +85.1% |
| 3Y | +367.5% | +62.4% | +305.2% | +312.2% |
| 5Y | +421.4% | +96.0% | +325.3% | +308.4% |
| All | +421.4% | +98.3% | +323.1% | +308.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling