+7.9%
DT vs ROIV
+287.3%
-279.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +0.7% |
| 7D | -20.2% | +13.3% | -33.6% | -21.5% |
| 30D | -30.8% | +14.8% | -45.5% | -31.9% |
| 3M | -10.2% | +11.9% | -22.1% | -11.9% |
| 6M | +8.0% | +42.4% | -34.4% | +2.4% |
| YTD | +1.5% | +87.4% | -86.0% | -7.7% |
| 1Y | -6.9% | +97.2% | -104.1% | -16.0% |
| 3Y | -10.9% | +375.7% | -386.6% | -29.3% |
| 5Y | -42.2% | +379.0% | -421.2% | -59.6% |
| All | +7.9% | +287.3% | -279.5% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling