+337.3%
ROIV vs DG
+19.3%
+318.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.5% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | +11.9% | +9.5% | +2.4% | +11.0% |
| 3M | +10.7% | +5.5% | +5.2% | +10.0% |
| 6M | +34.9% | +16.1% | +18.8% | +32.3% |
| YTD | +79.2% | +2.7% | +76.5% | +78.1% |
| 1Y | +89.0% | +42.1% | +46.9% | +83.4% |
| 3Y | +337.3% | +19.3% | +318.1% | +309.1% |
| All | +337.3% | +19.3% | +318.1% | +309.1% |
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