-100.0%
DFNS vs ROIV
+287.3%
-387.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -3.0% |
| 7D | -42.8% | +13.3% | -56.1% | -42.8% |
| 30D | -67.6% | +14.8% | -82.3% | -67.6% |
| 3M | -94.9% | +11.9% | -106.8% | -94.9% |
| 6M | -96.7% | +42.4% | -139.1% | -96.7% |
| YTD | -99.6% | +87.4% | -187.0% | -99.6% |
| 1Y | -99.7% | +97.2% | -197.0% | -99.7% |
| 3Y | -100.0% | +375.7% | -475.6% | -100.0% |
| 5Y | -100.0% | +379.0% | -479.0% | -100.0% |
| All | -100.0% | +287.3% | -387.3% | -100.0% |
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