-13.9%
DT vs ROIV
+384.4%
-398.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -5.4% | +9.5% | -14.9% | -6.4% |
| 30D | -32.2% | +21.0% | -53.2% | -33.6% |
| 3M | -10.9% | +18.7% | -29.6% | -13.0% |
| 6M | +10.0% | +44.5% | -34.5% | +4.0% |
| YTD | +2.1% | +92.9% | -90.8% | -8.7% |
| 1Y | -5.5% | +100.2% | -105.7% | -16.3% |
| All | -13.9% | +384.4% | -398.3% | -38.4% |
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