+302.0%
ROIV vs RUN
-85.1%
+387.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.2% |
| 7D | +22.3% | -1.8% | +24.1% | +22.6% |
| 30D | +16.9% | -10.8% | +27.7% | +18.1% |
| 3M | +43.9% | -30.2% | +74.1% | +48.5% |
| 6M | +41.6% | -22.3% | +63.9% | +43.8% |
| YTD | +92.7% | -52.2% | +144.8% | +102.4% |
| 1Y | +210.2% | -45.1% | +255.3% | +219.2% |
| 3Y | +231.8% | -37.1% | +268.9% | +198.3% |
| 5Y | +319.8% | -80.3% | +400.1% | +277.9% |
| All | +302.0% | -85.1% | +387.1% | +262.7% |
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