+341.9%
ROIV vs DG
+22.1%
+319.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.4% | -4.3% |
| 7D | +9.2% | -2.5% | +11.7% | +9.4% |
| 30D | +19.9% | +7.7% | +12.2% | +19.1% |
| 3M | +10.6% | +13.1% | -2.5% | +9.2% |
| 6M | +36.1% | +32.0% | +4.0% | +31.9% |
| YTD | +84.3% | +3.3% | +81.0% | +83.1% |
| 1Y | +87.6% | +31.7% | +55.9% | +83.1% |
| All | +341.9% | +22.1% | +319.7% | +325.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling