+273.8%
ROIV vs RVTY
+9.6%
+264.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.3% | +5.4% |
| 7D | +5.3% | -1.2% | +6.5% | +5.6% |
| 30D | +11.9% | +1.0% | +10.9% | +11.4% |
| 3M | +10.7% | +35.8% | -25.1% | +0.3% |
| 6M | +34.9% | +56.7% | -21.8% | +16.3% |
| YTD | +79.2% | +60.7% | +18.5% | +52.3% |
| 1Y | +89.0% | +73.7% | +15.3% | +56.4% |
| 3Y | +337.3% | +82.8% | +254.6% | +246.4% |
| 5Y | +402.3% | -7.0% | +409.3% | +395.5% |
| All | +273.8% | +9.6% | +264.2% | +266.1% |
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