+336.8%
ROIV vs RUN
-7.3%
+344.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.2% |
| 7D | +1.7% | -13.5% | +15.2% | +2.6% |
| 30D | +17.6% | +18.3% | -0.7% | +15.8% |
| 3M | +9.0% | -12.5% | +21.4% | +9.6% |
| 6M | +35.3% | -40.3% | +75.6% | +39.3% |
| YTD | +82.2% | -53.1% | +135.3% | +88.2% |
| 1Y | +92.3% | -54.3% | +146.5% | +98.8% |
| 3Y | +336.8% | -6.5% | +343.3% | +297.3% |
| All | +336.8% | -7.3% | +344.1% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling