+311.2%
ROIV vs S
-48.9%
+360.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | +3.1% |
| 7D | +13.3% | +1.6% | +11.8% | +13.0% |
| 30D | +14.8% | -10.5% | +25.2% | +16.8% |
| 3M | +11.9% | +9.9% | +2.0% | +9.0% |
| 6M | +42.4% | +41.8% | +0.6% | +31.4% |
| YTD | +87.4% | +56.8% | +30.6% | +68.1% |
| 1Y | +97.2% | +39.0% | +58.2% | +80.5% |
| 3Y | +375.7% | +53.8% | +321.8% | +309.8% |
| 5Y | +379.0% | -68.6% | +447.6% | +376.1% |
| All | +311.2% | -48.9% | +360.1% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling