+118.6%
DAL vs ROIV
+264.1%
-145.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.1% | +1.1% | +6.3% |
| 7D | +11.1% | +3.0% | +8.0% | +10.6% |
| 30D | +7.7% | +6.8% | +0.9% | +6.7% |
| 3M | -3.5% | +10.5% | -14.1% | -5.4% |
| 6M | +31.3% | +34.8% | -3.5% | +24.9% |
| YTD | +30.0% | +76.2% | -46.2% | +18.8% |
| 1Y | +62.1% | +92.4% | -30.3% | +46.3% |
| 3Y | +176.6% | +312.0% | -135.3% | +125.6% |
| 5Y | +126.2% | +388.3% | -262.1% | +65.9% |
| All | +118.6% | +264.1% | -145.5% | +62.3% |
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