+296.1%
ROIV vs TENB
+11.4%
+284.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +2.0% |
| 7D | +14.3% | -10.8% | +25.1% | +16.6% |
| 30D | +16.2% | +0.9% | +15.3% | +15.6% |
| 3M | +15.1% | +14.3% | +0.8% | +11.0% |
| 6M | +44.2% | +92.2% | -48.0% | +23.8% |
| YTD | +89.8% | +78.3% | +11.5% | +63.8% |
| 1Y | +94.6% | +49.5% | +45.0% | +74.0% |
| 3Y | +367.5% | +12.2% | +355.4% | +336.2% |
| 5Y | +421.4% | -22.4% | +443.8% | +400.6% |
| All | +296.1% | +11.4% | +284.6% | +277.4% |
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