+51.9%
DOW vs ROIV
+97.8%
-45.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.1% | -9.3% | -2.6% |
| 7D | -4.2% | +3.0% | -7.2% | -3.9% |
| 30D | +14.7% | +6.8% | +7.8% | +15.5% |
| 3M | +9.1% | +10.5% | -1.5% | +10.4% |
| 6M | -17.7% | +34.8% | -52.5% | -15.3% |
| YTD | +44.6% | +76.2% | -31.6% | +47.0% |
| 1Y | +51.9% | +92.4% | -40.5% | +61.1% |
| All | +51.9% | +97.8% | -45.9% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling