+411.6%
ROIV vs RUN
-82.6%
+494.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.1% |
| 7D | +5.3% | +33.4% | -28.1% | +1.8% |
| 30D | +11.9% | +31.1% | -19.3% | +8.2% |
| 3M | +10.7% | +6.4% | +4.3% | +9.4% |
| 6M | +34.9% | -22.2% | +57.1% | +37.2% |
| YTD | +79.2% | -45.8% | +124.9% | +85.9% |
| 1Y | +89.0% | -51.1% | +140.1% | +97.5% |
| 3Y | +337.3% | -3.0% | +340.4% | +259.3% |
| All | +411.6% | -82.6% | +494.1% | +254.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling