+87.6%
DIA vs ROIV
+270.3%
-182.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.8% |
| 7D | -0.9% | +5.3% | -6.3% | -1.3% |
| 30D | +0.3% | +11.9% | -11.6% | -0.5% |
| 3M | -4.5% | +10.7% | -15.2% | -5.3% |
| 6M | +3.4% | +34.9% | -31.6% | +1.1% |
| YTD | +7.8% | +79.2% | -71.4% | +3.4% |
| 1Y | +10.7% | +89.0% | -78.3% | +5.9% |
| 3Y | +57.5% | +337.3% | -279.8% | +43.4% |
| 5Y | +53.7% | +402.3% | -348.6% | +32.9% |
| All | +87.6% | +270.3% | -182.7% | +66.1% |
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