-69.4%
U vs ROIV
+250.7%
-320.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +17.5% | +1.0% | +16.5% | +17.0% |
| 3M | +38.7% | +18.3% | +20.4% | +31.5% |
| 6M | +104.4% | +18.3% | +86.1% | +92.6% |
| YTD | -5.7% | +61.0% | -66.7% | -19.1% |
| 1Y | +3.7% | +177.9% | -174.2% | -24.8% |
| 3Y | +12.3% | +199.1% | -186.7% | -21.9% |
| All | -69.4% | +250.7% | -320.1% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling