+86.4%
U vs ROIV
+379.0%
-292.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.7% |
| 7D | +24.4% | +14.3% | +10.1% | +17.1% |
| 30D | +7.4% | +16.2% | -8.8% | +0.2% |
| 3M | +16.8% | +15.1% | +1.7% | +7.7% |
| 6M | +78.8% | +44.2% | +34.5% | +45.3% |
| YTD | +14.0% | +89.8% | -75.8% | -21.0% |
| 1Y | +16.7% | +94.6% | -77.9% | -20.9% |
| 3Y | +86.4% | +367.5% | -281.2% | -31.9% |
| All | +86.4% | +379.0% | -292.6% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling