+96.4%
DE vs ROIV
+316.9%
-220.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.6% | -2.9% |
| 7D | +0.7% | +20.2% | -19.5% | -0.4% |
| 30D | +9.6% | +14.1% | -4.5% | +8.7% |
| 3M | +19.0% | +45.6% | -26.6% | +16.1% |
| 6M | +16.1% | +44.1% | -28.1% | +13.3% |
| YTD | +47.0% | +91.2% | -44.1% | +40.9% |
| 1Y | +43.1% | +221.3% | -178.2% | +33.3% |
| 3Y | +77.5% | +229.2% | -151.7% | +63.7% |
| 5Y | +96.4% | +316.5% | -220.1% | +73.4% |
| All | +96.4% | +316.9% | -220.5% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling