+65.3%
DLR vs ROIV
+287.3%
-222.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.2% | +3.0% |
| 7D | +2.4% | +13.3% | -11.0% | +1.3% |
| 30D | +0.7% | +14.8% | -14.0% | -0.4% |
| 3M | -6.4% | +11.9% | -18.3% | -7.5% |
| 6M | -6.5% | +42.4% | -48.9% | -9.5% |
| YTD | +18.8% | +87.4% | -68.6% | +12.4% |
| 1Y | +9.0% | +97.2% | -88.2% | +2.8% |
| 3Y | +54.5% | +375.7% | -321.2% | +36.6% |
| 5Y | +35.8% | +379.0% | -343.2% | +13.9% |
| All | +65.3% | +287.3% | -222.1% | +42.7% |
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