+94.7%
DE vs ROIV
+351.4%
-256.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.3% |
| 7D | +3.5% | +13.3% | -9.8% | +1.9% |
| 30D | +11.3% | +14.8% | -3.4% | +9.3% |
| 3M | +11.6% | +11.9% | -0.3% | +9.4% |
| 6M | +20.9% | +42.4% | -21.5% | +13.2% |
| YTD | +49.7% | +87.4% | -37.8% | +32.5% |
| 1Y | +49.5% | +97.2% | -47.8% | +30.7% |
| 3Y | +94.7% | +375.7% | -281.0% | +43.9% |
| All | +94.7% | +351.4% | -256.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling