+302.0%
ROIV vs TENB
-10.6%
+312.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +22.3% | -1.7% | +24.0% | +22.6% |
| 30D | +16.9% | -8.3% | +25.1% | +18.2% |
| 3M | +43.9% | +26.2% | +17.8% | +35.8% |
| 6M | +41.6% | +60.2% | -18.6% | +25.9% |
| YTD | +92.7% | +43.1% | +49.6% | +74.5% |
| 1Y | +210.2% | +9.4% | +200.8% | +196.3% |
| 3Y | +231.8% | -23.9% | +255.7% | +234.0% |
| 5Y | +319.8% | -28.2% | +348.0% | +324.6% |
| All | +302.0% | -10.6% | +312.6% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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