+34.9%
ROIV vs RUN
-25.9%
+60.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.0% |
| 7D | +5.3% | +33.4% | -28.1% | +1.3% |
| 30D | +11.9% | +31.1% | -19.3% | +7.8% |
| 3M | +10.7% | +6.4% | +4.3% | +10.4% |
| 6M | +34.9% | -22.2% | +57.1% | +40.8% |
| All | +34.9% | -25.9% | +60.8% | +40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling