+291.1%
ROIV vs RUN
-83.5%
+374.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +4.8% |
| 7D | +13.3% | +18.1% | -4.7% | +11.3% |
| 30D | +14.8% | +27.5% | -12.7% | +11.7% |
| 3M | +11.9% | -4.5% | +16.4% | +11.9% |
| 6M | +42.4% | -33.3% | +75.7% | +46.8% |
| YTD | +87.4% | -47.1% | +134.5% | +94.2% |
| 1Y | +97.2% | -43.1% | +140.4% | +102.4% |
| 3Y | +375.7% | -3.0% | +378.7% | +305.9% |
| 5Y | +379.0% | -82.6% | +461.6% | +327.3% |
| All | +291.1% | -83.5% | +374.5% | +247.9% |
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