+273.8%
ROIV vs DG
-30.7%
+304.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +10.7% | +5.5% | +5.2% | +9.8% |
| 6M | +34.9% | +16.1% | +18.8% | +32.0% |
| YTD | +79.2% | +2.7% | +76.5% | +77.8% |
| 1Y | +89.0% | +42.1% | +46.9% | +81.2% |
| 3Y | +337.3% | +19.3% | +318.1% | +321.7% |
| 5Y | +402.3% | -35.3% | +437.7% | +429.8% |
| All | +273.8% | -30.7% | +304.5% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling