-59.3%
W vs ROIV
+232.7%
-292.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.1% |
| 7D | -4.2% | +0.6% | -4.8% | -4.3% |
| 30D | -7.6% | +1.0% | -8.5% | -7.9% |
| 3M | +37.2% | +18.3% | +18.9% | +30.7% |
| 6M | +26.3% | +18.3% | +8.0% | +20.1% |
| YTD | -1.0% | +61.0% | -61.9% | -14.3% |
| 1Y | +20.1% | +177.9% | -157.8% | -11.5% |
| 3Y | +37.8% | +199.1% | -161.3% | -2.7% |
| 5Y | -63.7% | +250.7% | -314.4% | -77.9% |
| All | -59.3% | +232.7% | -292.0% | -74.2% |
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