+389.2%
ROIV vs RUN
-85.3%
+474.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.3% |
| 7D | +1.7% | -13.5% | +15.2% | +3.2% |
| 30D | +17.6% | +18.3% | -0.7% | +14.9% |
| 3M | +9.0% | -12.5% | +21.4% | +9.9% |
| 6M | +35.3% | -40.3% | +75.6% | +41.5% |
| YTD | +82.2% | -53.1% | +135.3% | +91.9% |
| 1Y | +92.3% | -54.3% | +146.5% | +102.6% |
| 3Y | +336.8% | -6.5% | +343.3% | +256.6% |
| All | +389.2% | -85.3% | +474.5% | +237.8% |
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