+235.9%
ROIV vs RVTY
-8.0%
+243.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +1.0% | +13.2% | -12.3% | -2.9% |
| 3M | +18.3% | +27.2% | -9.0% | +9.2% |
| 6M | +18.3% | +32.4% | -14.1% | +7.4% |
| YTD | +61.0% | +34.9% | +26.1% | +44.9% |
| 1Y | +177.9% | +52.4% | +125.5% | +139.2% |
| 3Y | +199.1% | +12.3% | +186.8% | +175.5% |
| 5Y | +250.7% | -30.8% | +281.5% | +267.9% |
| All | +235.9% | -8.0% | +243.9% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling