+389.2%
ROIV vs RVTY
-15.1%
+404.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | +17.6% | +1.5% | +16.0% | +16.9% |
| 3M | +9.0% | +31.5% | -22.5% | -1.0% |
| 6M | +35.3% | +62.7% | -27.4% | +13.6% |
| YTD | +82.2% | +60.0% | +22.2% | +52.8% |
| 1Y | +92.3% | +65.7% | +26.6% | +58.8% |
| 3Y | +336.8% | +85.2% | +251.6% | +232.8% |
| All | +389.2% | -15.1% | +404.3% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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