-35.3%
DOW vs ROIV
+201.4%
-236.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +0.4% | +1.0% | -0.6% | +0.1% |
| 3M | -14.4% | +18.3% | -32.7% | -16.7% |
| 6M | -7.0% | +18.3% | -25.3% | -10.0% |
| YTD | +30.2% | +61.0% | -30.8% | +18.1% |
| 1Y | +29.2% | +177.9% | -148.7% | +3.3% |
| All | -35.3% | +201.4% | -236.7% | -51.2% |
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