+112.0%
DAL vs ROIV
+280.9%
-168.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.8% | -4.6% |
| 7D | +1.4% | +9.2% | -7.8% | +0.1% |
| 30D | +9.1% | +19.9% | -10.8% | +6.3% |
| 3M | -3.5% | +10.6% | -14.1% | -5.3% |
| 6M | +23.4% | +36.1% | -12.7% | +17.2% |
| YTD | +26.0% | +84.3% | -58.2% | +14.5% |
| 1Y | +44.6% | +87.6% | -42.9% | +30.9% |
| 3Y | +162.7% | +353.9% | -191.2% | +112.0% |
| 5Y | +113.0% | +376.1% | -263.1% | +55.4% |
| All | +112.0% | +280.9% | -168.8% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling