-53.6%
W vs ROIV
+248.8%
-302.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.2% | -4.0% | -7.0% |
| 7D | -5.6% | -2.4% | -3.2% | -4.7% |
| 30D | +7.5% | +3.1% | +4.5% | +6.7% |
| 3M | +5.4% | +5.8% | -0.4% | +3.0% |
| 6M | +79.4% | +29.3% | +50.1% | +65.5% |
| YTD | +12.9% | +68.8% | -55.8% | -4.2% |
| 1Y | +12.4% | +81.0% | -68.6% | -6.5% |
| 3Y | +128.5% | +294.6% | -166.1% | +52.3% |
| 5Y | -54.0% | +373.1% | -427.1% | -76.2% |
| All | -53.6% | +248.8% | -302.4% | -71.1% |
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 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