+337.3%
ROIV vs DD
+78.0%
+259.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.8% |
| 7D | +5.3% | +4.6% | +0.7% | +3.7% |
| 30D | +11.9% | +11.8% | +0.1% | +7.9% |
| 3M | +10.7% | +2.2% | +8.5% | +9.7% |
| 6M | +34.9% | -1.6% | +36.5% | +35.0% |
| YTD | +79.2% | +23.0% | +56.2% | +64.8% |
| 1Y | +89.0% | +26.9% | +62.1% | +71.8% |
| 3Y | +337.3% | +77.9% | +259.5% | +221.6% |
| All | +337.3% | +78.0% | +259.4% | +221.6% |
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