-37.4%
DOW vs ROIV
+250.7%
-288.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +0.4% | +1.0% | -0.6% | +0.3% |
| 3M | -14.4% | +18.3% | -32.7% | -15.4% |
| 6M | -7.0% | +18.3% | -25.3% | -8.3% |
| YTD | +30.2% | +61.0% | -30.8% | +25.4% |
| 1Y | +29.2% | +177.9% | -148.7% | +19.5% |
| 3Y | -36.7% | +199.1% | -235.8% | -42.2% |
| All | -37.4% | +250.7% | -288.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling