+302.0%
ROIV vs ZBRA
-7.7%
+309.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +22.3% | -1.8% | +24.1% | +22.7% |
| 30D | +16.9% | -8.8% | +25.6% | +19.2% |
| 3M | +43.9% | +47.2% | -3.3% | +29.1% |
| 6M | +41.6% | +61.3% | -19.7% | +23.1% |
| YTD | +92.7% | +42.0% | +50.7% | +72.4% |
| 1Y | +210.2% | +10.5% | +199.7% | +194.7% |
| 3Y | +231.8% | +34.5% | +197.3% | +188.7% |
| 5Y | +319.8% | -40.3% | +360.1% | +279.1% |
| All | +302.0% | -7.7% | +309.7% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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