-36.6%
DT vs ROIV
+380.3%
-416.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | +3.1% | +1.7% | +1.5% | +2.9% |
| 30D | -29.5% | +17.6% | -47.1% | -31.0% |
| 3M | -11.7% | +9.0% | -20.7% | -13.1% |
| 6M | +29.0% | +35.3% | -6.3% | +23.0% |
| YTD | +3.4% | +82.2% | -78.8% | -5.8% |
| 1Y | -4.2% | +92.3% | -96.5% | -13.5% |
| 3Y | -12.8% | +336.8% | -349.6% | -30.5% |
| All | -36.6% | +380.3% | -416.9% | -58.9% |
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