+337.3%
ROIV vs WY
-25.3%
+362.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.8% |
| 7D | +5.3% | +3.1% | +2.2% | +4.6% |
| 30D | +11.9% | +13.0% | -1.1% | +8.9% |
| 3M | +10.7% | -16.8% | +27.5% | +15.0% |
| 6M | +34.9% | -11.2% | +46.1% | +37.6% |
| YTD | +79.2% | -9.1% | +88.2% | +80.4% |
| 1Y | +89.0% | -4.8% | +93.8% | +87.4% |
| 3Y | +337.3% | -25.3% | +362.6% | +356.5% |
| All | +337.3% | -25.3% | +362.6% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling