-69.2%
U vs ROIV
+270.3%
-339.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.2% | -0.7% | +3.7% |
| 7D | +36.6% | +5.3% | +31.2% | +34.3% |
| 30D | +13.3% | +11.9% | +1.4% | +9.3% |
| 3M | +26.2% | +10.7% | +15.5% | +21.0% |
| 6M | +88.7% | +34.9% | +53.8% | +69.4% |
| YTD | +16.6% | +79.2% | -62.6% | -4.3% |
| 1Y | +29.0% | +89.0% | -60.1% | +3.9% |
| 3Y | +99.5% | +337.3% | -237.8% | +25.9% |
| 5Y | -66.1% | +402.3% | -468.4% | -83.4% |
| All | -69.2% | +270.3% | -339.5% | -83.2% |
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