+435.2%
ROIV vs S
-67.1%
+502.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +9.5% | +1.2% | +8.2% | +9.2% |
| 30D | +21.0% | -7.3% | +28.3% | +22.5% |
| 3M | +18.7% | +5.9% | +12.8% | +16.4% |
| 6M | +44.5% | +45.6% | -1.1% | +31.9% |
| YTD | +92.9% | +58.5% | +34.3% | +71.3% |
| 1Y | +100.2% | +37.6% | +62.6% | +82.5% |
| 3Y | +375.0% | +51.7% | +323.4% | +304.6% |
| 5Y | +435.2% | -67.5% | +502.7% | +377.9% |
| All | +435.2% | -67.1% | +502.2% | +377.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling