+291.1%
ROIV vs DAR
+6.7%
+284.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +4.0% |
| 7D | +13.3% | -2.8% | +16.1% | +13.7% |
| 30D | +14.8% | -12.8% | +27.6% | +16.7% |
| 3M | +11.9% | -11.6% | +23.5% | +13.4% |
| 6M | +42.4% | -16.8% | +59.2% | +45.3% |
| YTD | +87.4% | +45.9% | +41.5% | +75.8% |
| 1Y | +97.2% | +61.5% | +35.8% | +82.1% |
| 3Y | +375.7% | +23.0% | +352.7% | +346.2% |
| 5Y | +379.0% | -35.8% | +414.9% | +394.2% |
| All | +291.1% | +6.7% | +284.3% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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