-7.4%
T vs ROIV
+96.8%
-104.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.6% |
| 7D | +2.0% | +9.5% | -7.5% | +3.0% |
| 30D | -1.0% | +21.0% | -22.0% | +1.4% |
| 3M | -8.1% | +18.7% | -26.8% | -5.9% |
| 6M | -8.3% | +44.5% | -52.8% | -4.3% |
| YTD | -6.1% | +92.9% | -99.0% | -0.2% |
| 1Y | -7.4% | +100.2% | -107.6% | -2.0% |
| All | -7.4% | +96.8% | -104.2% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling