+221.3%
ROIV vs DG
+18.0%
+203.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.0% | +22.8% | +19.1% |
| 7D | +20.2% | -2.5% | +22.6% | +20.2% |
| 30D | +14.1% | +1.0% | +13.1% | +13.7% |
| 3M | +45.6% | +20.3% | +25.3% | +40.2% |
| 6M | +44.1% | -11.7% | +55.9% | +46.2% |
| YTD | +91.2% | -2.3% | +93.5% | +92.8% |
| 1Y | +221.3% | +20.0% | +201.3% | +223.9% |
| All | +221.3% | +18.0% | +203.3% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling