+34.9%
ROIV vs DG
+15.9%
+19.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.2% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | +11.9% | +9.5% | +2.4% | +12.6% |
| 3M | +10.7% | +5.5% | +5.2% | +10.2% |
| 6M | +34.9% | +16.1% | +18.8% | +33.3% |
| All | +34.9% | +15.9% | +19.0% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling