-5.9%
DT vs ROIV
+101.7%
-107.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.2% |
| 7D | -20.2% | +13.3% | -33.6% | -20.3% |
| 30D | -30.8% | +14.8% | -45.5% | -30.8% |
| 3M | -10.2% | +11.9% | -22.1% | -10.3% |
| 6M | +8.0% | +42.4% | -34.4% | +7.0% |
| YTD | +1.5% | +87.4% | -86.0% | -1.1% |
| All | -5.9% | +101.7% | -107.6% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling