+296.1%
ROIV vs DAR
+4.8%
+291.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | +14.3% | -3.8% | +18.1% | +14.9% |
| 30D | +16.2% | -14.4% | +30.6% | +18.5% |
| 3M | +15.1% | -17.9% | +33.0% | +17.9% |
| 6M | +44.2% | -18.3% | +62.5% | +47.5% |
| YTD | +89.8% | +43.2% | +46.6% | +78.5% |
| 1Y | +94.6% | +57.7% | +36.9% | +80.2% |
| 3Y | +367.5% | +22.7% | +344.8% | +338.6% |
| 5Y | +421.4% | -34.0% | +455.4% | +437.3% |
| All | +296.1% | +4.8% | +291.3% | +315.0% |
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