+411.6%
ROIV vs S
-67.4%
+479.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.5% | +5.8% |
| 7D | +5.3% | -13.4% | +18.8% | +8.3% |
| 30D | +11.9% | -14.0% | +25.9% | +15.0% |
| 3M | +10.7% | +4.9% | +5.8% | +8.6% |
| 6M | +34.9% | +42.0% | -7.1% | +23.2% |
| YTD | +79.2% | +45.1% | +34.0% | +61.4% |
| 1Y | +89.0% | +33.1% | +55.9% | +72.8% |
| 3Y | +337.3% | +40.6% | +296.7% | +276.0% |
| All | +411.6% | -67.4% | +479.0% | +434.4% |
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