+411.6%
ROIV vs DD
+58.5%
+353.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.8% |
| 7D | +5.3% | +4.6% | +0.7% | +3.5% |
| 30D | +11.9% | +11.8% | +0.1% | +7.3% |
| 3M | +10.7% | +2.2% | +8.5% | +9.5% |
| 6M | +34.9% | -1.6% | +36.5% | +34.8% |
| YTD | +79.2% | +23.0% | +56.2% | +63.2% |
| 1Y | +89.0% | +26.9% | +62.1% | +69.9% |
| 3Y | +337.3% | +77.9% | +259.5% | +231.5% |
| All | +411.6% | +58.5% | +353.1% | +297.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling