+302.4%
ROIV vs DAR
+10.1%
+292.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.9% |
| 7D | +9.5% | +3.6% | +5.9% | +8.9% |
| 30D | +21.0% | -11.3% | +32.3% | +22.7% |
| 3M | +18.7% | -13.1% | +31.8% | +20.6% |
| 6M | +44.5% | -15.1% | +59.6% | +47.0% |
| YTD | +92.9% | +50.5% | +42.4% | +80.1% |
| 1Y | +100.2% | +57.9% | +42.3% | +85.5% |
| 3Y | +375.0% | +28.9% | +346.1% | +342.7% |
| 5Y | +435.2% | -31.4% | +466.6% | +448.3% |
| All | +302.4% | +10.1% | +292.3% | +318.9% |
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