-26.4%
DOW vs ROIV
+295.0%
-321.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +18.8% | -18.3% | -0.6% |
| 7D | -2.9% | +20.2% | -23.1% | -4.0% |
| 30D | +2.0% | +14.1% | -12.2% | +1.1% |
| 3M | -12.5% | +45.6% | -58.1% | -14.7% |
| 6M | -9.2% | +44.1% | -53.3% | -11.6% |
| YTD | +30.8% | +91.2% | -60.4% | +24.5% |
| 1Y | +29.4% | +221.3% | -191.9% | +18.5% |
| 3Y | -34.6% | +229.2% | -263.8% | -40.8% |
| 5Y | -35.9% | +316.5% | -352.4% | -42.3% |
| All | -26.4% | +295.0% | -321.5% | -33.6% |
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