+291.1%
ROIV vs DG
-29.2%
+320.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.4% |
| 7D | +13.3% | +0.7% | +12.7% | +13.2% |
| 30D | +14.8% | +7.4% | +7.3% | +13.8% |
| 3M | +11.9% | +8.5% | +3.4% | +10.7% |
| 6M | +42.4% | +21.9% | +20.5% | +38.5% |
| YTD | +87.4% | +4.9% | +82.5% | +85.5% |
| 1Y | +97.2% | +40.4% | +56.8% | +89.3% |
| 3Y | +375.7% | +23.5% | +352.2% | +356.6% |
| 5Y | +379.0% | -32.3% | +411.3% | +402.4% |
| All | +291.1% | -29.2% | +320.2% | +311.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling