+298.8%
ROIV vs DD
+78.5%
+220.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.2% | +19.0% | +18.8% |
| 7D | +20.2% | -0.6% | +20.8% | +20.4% |
| 30D | +14.1% | -7.4% | +21.6% | +16.8% |
| 3M | +45.6% | -6.4% | +52.0% | +48.1% |
| 6M | +44.1% | -2.5% | +46.6% | +44.2% |
| YTD | +91.2% | +10.2% | +80.9% | +83.5% |
| 1Y | +221.3% | +36.9% | +184.4% | +186.9% |
| 3Y | +229.2% | +47.0% | +182.2% | +181.0% |
| 5Y | +316.5% | +63.1% | +253.3% | +239.1% |
| All | +298.8% | +78.5% | +220.3% | +229.1% |
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