+284.5%
ROIV vs RUN
-85.6%
+370.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.6% | -3.9% |
| 7D | +9.2% | -13.7% | +22.9% | +10.7% |
| 30D | +19.9% | +9.4% | +10.5% | +18.4% |
| 3M | +10.6% | -13.4% | +24.0% | +11.5% |
| 6M | +36.1% | -39.6% | +75.6% | +41.5% |
| YTD | +84.3% | -53.7% | +138.0% | +93.3% |
| 1Y | +87.6% | -56.2% | +143.7% | +97.4% |
| 3Y | +353.9% | -9.7% | +363.7% | +289.1% |
| 5Y | +376.1% | -85.5% | +461.5% | +330.0% |
| All | +284.5% | -85.6% | +370.1% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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