+193.7%
DE vs ROIV
+292.3%
-98.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +3.3% | +14.3% | -11.0% | +2.5% |
| 30D | +10.7% | +16.2% | -5.5% | +9.8% |
| 3M | +13.1% | +15.1% | -2.0% | +12.0% |
| 6M | +20.2% | +44.2% | -24.0% | +17.2% |
| YTD | +48.9% | +89.8% | -40.9% | +42.6% |
| 1Y | +46.6% | +94.6% | -48.0% | +40.2% |
| 3Y | +91.4% | +367.5% | -276.1% | +74.6% |
| 5Y | +108.1% | +421.4% | -313.3% | +80.5% |
| All | +193.7% | +292.3% | -98.6% | +176.8% |
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