+284.5%
ROIV vs RSG
+190.2%
+94.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.6% |
| 7D | +9.2% | +1.4% | +7.8% | +9.0% |
| 30D | +19.9% | +15.0% | +4.9% | +17.4% |
| 3M | +10.6% | +18.5% | -7.9% | +7.7% |
| 6M | +36.1% | +25.8% | +10.3% | +30.6% |
| YTD | +84.3% | +20.8% | +63.5% | +77.9% |
| 1Y | +87.6% | +24.8% | +62.8% | +79.8% |
| 3Y | +353.9% | +65.9% | +288.0% | +312.4% |
| 5Y | +376.1% | +99.1% | +277.0% | +310.1% |
| All | +284.5% | +190.2% | +94.3% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling