+115.4%
SPY vs ROIV
+270.3%
-154.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.2% |
| 7D | -2.7% | +5.3% | -8.0% | -3.1% |
| 30D | -5.4% | +11.9% | -17.3% | -6.3% |
| 3M | -4.1% | +10.7% | -14.8% | -5.1% |
| 6M | +0.7% | +34.9% | -34.2% | -2.1% |
| YTD | +8.7% | +79.2% | -70.5% | +3.1% |
| 1Y | +10.9% | +89.0% | -78.1% | +4.7% |
| 3Y | +75.0% | +337.3% | -262.4% | +54.7% |
| 5Y | +67.8% | +402.3% | -334.5% | +38.0% |
| All | +115.4% | +270.3% | -154.9% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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