+55.3%
DLR vs ROIV
+384.4%
-329.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -2.0% | +9.5% | -11.5% | -3.7% |
| 30D | +0.5% | +21.0% | -20.5% | -3.0% |
| 3M | -4.4% | +18.7% | -23.1% | -7.8% |
| 6M | -6.4% | +44.5% | -51.0% | -13.5% |
| YTD | +19.5% | +92.9% | -73.4% | +3.9% |
| 1Y | +10.5% | +100.2% | -89.7% | -4.8% |
| All | +55.3% | +384.4% | -329.0% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling