+27.3%
DT vs ROIV
+232.7%
-205.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | +2.0% | +1.0% | +1.1% | +1.9% |
| 3M | +20.0% | +18.3% | +1.7% | +17.2% |
| 6M | +39.3% | +18.3% | +21.0% | +35.6% |
| YTD | +19.8% | +61.0% | -41.2% | +11.5% |
| 1Y | +4.3% | +177.9% | -173.6% | -10.2% |
| 3Y | +7.7% | +199.1% | -191.4% | -9.8% |
| 5Y | -26.8% | +250.7% | -277.5% | -45.8% |
| All | +27.3% | +232.7% | -205.3% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling