+235.9%
ROIV vs TRMB
-6.1%
+242.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.9% |
| 7D | +0.6% | -2.5% | +3.2% | +1.5% |
| 30D | +1.0% | +1.5% | -0.6% | +0.3% |
| 3M | +18.3% | +6.8% | +11.5% | +15.0% |
| 6M | +18.3% | -14.9% | +33.3% | +24.3% |
| YTD | +61.0% | -24.1% | +85.1% | +75.3% |
| 1Y | +177.9% | -25.4% | +203.3% | +203.2% |
| 3Y | +199.1% | +8.0% | +191.0% | +178.0% |
| 5Y | +250.7% | -37.3% | +288.0% | +250.5% |
| All | +235.9% | -6.1% | +242.0% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 all: compounded portfolio wealth divided by compounded TRMB 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…
all analysis · Full analysis span regression · 6 months rolling