+54.4%
DLR vs ROIV
+357.5%
-303.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +3.3% | +1.7% | +1.7% | +3.0% |
| 30D | +4.6% | +17.6% | -13.0% | +1.4% |
| 3M | -8.3% | +9.0% | -17.2% | -10.2% |
| 6M | -5.6% | +35.3% | -40.9% | -11.7% |
| YTD | +18.7% | +82.2% | -63.4% | +4.3% |
| 1Y | +17.1% | +92.3% | -75.2% | +1.5% |
| 3Y | +54.4% | +336.8% | -282.4% | +10.2% |
| All | +54.4% | +357.5% | -303.2% | +10.2% |
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