+336.8%
ROIV vs DD
+88.8%
+248.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.7% | +5.0% | -3.3% | +0.2% |
| 30D | +17.6% | +19.7% | -2.1% | +11.1% |
| 3M | +9.0% | +7.2% | +1.8% | +6.5% |
| 6M | +35.3% | +1.0% | +34.2% | +34.4% |
| YTD | +82.2% | +29.1% | +53.1% | +65.2% |
| 1Y | +92.3% | +28.5% | +63.8% | +74.5% |
| 3Y | +336.8% | +89.4% | +247.3% | +213.4% |
| All | +336.8% | +88.8% | +248.0% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling