-16.7%
DOW vs ROIV
+36.6%
-53.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -0.9% |
| 7D | -9.5% | +5.3% | -14.8% | -8.6% |
| 30D | +13.1% | +11.9% | +1.2% | +15.3% |
| 3M | +4.8% | +10.7% | -5.9% | +7.0% |
| 6M | -16.7% | +34.9% | -51.6% | -11.7% |
| All | -16.7% | +36.6% | -53.2% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling