+28.5%
DOW vs ROIV
+221.6%
-193.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +18.8% | -18.3% | +1.5% |
| 7D | -2.9% | +20.2% | -23.1% | -1.9% |
| 30D | +2.0% | +14.1% | -12.2% | +2.8% |
| 3M | -12.5% | +45.6% | -58.1% | -11.2% |
| 6M | -9.2% | +44.1% | -53.3% | -7.7% |
| YTD | +30.8% | +91.2% | -60.4% | +29.3% |
| All | +28.5% | +221.6% | -193.0% | +4.5% |
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