+376.1%
ROIV vs DD
+67.6%
+308.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | +9.2% | +6.7% | +2.5% | +6.8% |
| 30D | +19.9% | +19.4% | +0.5% | +12.5% |
| 3M | +10.6% | +7.6% | +3.0% | +7.5% |
| 6M | +36.1% | +2.9% | +33.2% | +33.9% |
| YTD | +84.3% | +29.9% | +54.4% | +65.0% |
| 1Y | +87.6% | +28.6% | +58.9% | +68.4% |
| 3Y | +353.9% | +90.0% | +263.9% | +237.9% |
| 5Y | +376.1% | +68.1% | +307.9% | +261.2% |
| All | +376.1% | +67.6% | +308.5% | +261.2% |
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