-24.4%
DOW vs ROIV
+314.9%
-339.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.5% |
| 7D | -9.5% | +5.3% | -14.8% | -10.1% |
| 30D | +13.1% | +11.9% | +1.2% | +11.4% |
| 3M | +4.8% | +10.7% | -5.9% | +2.8% |
| 6M | -16.7% | +34.9% | -51.6% | -21.7% |
| YTD | +38.9% | +79.2% | -40.3% | +19.7% |
| 1Y | +48.3% | +89.0% | -40.7% | +25.0% |
| 3Y | -24.4% | +337.3% | -361.7% | -51.7% |
| All | -24.4% | +314.9% | -339.3% | -51.7% |
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