+235.9%
ROIV vs RUN
-84.9%
+320.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +0.6% | +1.3% | -0.6% | +0.5% |
| 30D | +1.0% | -15.3% | +16.2% | +2.4% |
| 3M | +18.3% | -40.0% | +58.3% | +23.7% |
| 6M | +18.3% | -27.0% | +45.3% | +20.9% |
| YTD | +61.0% | -51.7% | +112.7% | +68.9% |
| 1Y | +177.9% | -45.9% | +223.8% | +186.0% |
| 3Y | +199.1% | -43.8% | +242.8% | +172.7% |
| 5Y | +250.7% | -80.5% | +331.2% | +215.4% |
| All | +235.9% | -84.9% | +320.8% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling