+235.9%
ROIV vs RSG
+154.7%
+81.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +0.6% | +0.3% | +0.4% | +0.6% |
| 30D | +1.0% | +7.6% | -6.6% | -0.2% |
| 3M | +18.3% | +7.4% | +10.9% | +16.5% |
| 6M | +18.3% | -3.3% | +21.6% | +19.0% |
| YTD | +61.0% | +6.0% | +55.0% | +58.6% |
| 1Y | +177.9% | -3.7% | +181.6% | +179.5% |
| 3Y | +199.1% | +59.1% | +140.0% | +172.6% |
| 5Y | +250.7% | +89.0% | +161.7% | +209.4% |
| All | +235.9% | +154.7% | +81.2% | +186.6% |
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