+389.2%
ROIV vs DG
-35.8%
+425.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +17.6% | +3.2% | +14.3% | +17.1% |
| 3M | +9.0% | +10.4% | -1.5% | +7.6% |
| 6M | +35.3% | +33.2% | +2.1% | +30.4% |
| YTD | +82.2% | +3.0% | +79.2% | +80.8% |
| 1Y | +92.3% | +31.2% | +61.0% | +86.0% |
| 3Y | +336.8% | +21.8% | +315.0% | +320.6% |
| All | +389.2% | -35.8% | +425.1% | +418.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling