+195.3%
DE vs ROIV
+287.3%
-92.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.7% |
| 7D | +3.5% | +13.3% | -9.8% | +2.8% |
| 30D | +11.3% | +14.8% | -3.4% | +10.4% |
| 3M | +11.6% | +11.9% | -0.3% | +10.7% |
| 6M | +20.9% | +42.4% | -21.5% | +17.9% |
| YTD | +49.7% | +87.4% | -37.8% | +43.4% |
| 1Y | +49.5% | +97.2% | -47.8% | +42.8% |
| 3Y | +94.7% | +375.7% | -281.0% | +77.5% |
| 5Y | +107.4% | +379.0% | -271.7% | +79.8% |
| All | +195.3% | +287.3% | -92.1% | +178.5% |
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