+298.8%
ROIV vs DG
-34.1%
+332.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.0% | +22.8% | +19.2% |
| 7D | +20.2% | -2.5% | +22.6% | +20.4% |
| 30D | +14.1% | +1.0% | +13.1% | +13.9% |
| 3M | +45.6% | +20.3% | +25.3% | +42.0% |
| 6M | +44.1% | -11.7% | +55.9% | +45.5% |
| YTD | +91.2% | -2.3% | +93.5% | +90.9% |
| 1Y | +221.3% | +20.0% | +201.3% | +213.4% |
| 3Y | +229.2% | +7.2% | +222.0% | +222.4% |
| 5Y | +316.5% | -37.9% | +354.4% | +340.6% |
| All | +298.8% | -34.1% | +332.9% | +322.8% |
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