+13.1%
D vs ROIV
+232.7%
-219.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.5% | +0.6% | +0.8% | +1.4% |
| 30D | -2.6% | +1.0% | -3.5% | -2.6% |
| 3M | 0.0% | +18.3% | -18.3% | -0.3% |
| 6M | +7.4% | +18.3% | -11.0% | +7.0% |
| YTD | +15.9% | +61.0% | -45.1% | +14.6% |
| 1Y | +18.1% | +177.9% | -159.8% | +15.4% |
| 3Y | +58.4% | +199.1% | -140.7% | +53.9% |
| 5Y | +5.2% | +250.7% | -245.5% | 0.0% |
| All | +13.1% | +232.7% | -219.5% | +7.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling