+291.1%
ROIV vs DD
+110.9%
+180.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.3% | +2.9% |
| 7D | +13.3% | +9.8% | +3.5% | +10.1% |
| 30D | +14.8% | +19.3% | -4.6% | +8.8% |
| 3M | +11.9% | +9.4% | +2.5% | +8.7% |
| 6M | +42.4% | +4.8% | +37.6% | +39.7% |
| YTD | +87.4% | +30.2% | +57.2% | +70.8% |
| 1Y | +97.2% | +32.2% | +65.0% | +78.8% |
| 3Y | +375.7% | +93.1% | +282.6% | +274.5% |
| 5Y | +379.0% | +68.0% | +311.0% | +268.0% |
| All | +291.1% | +110.9% | +180.2% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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