+298.8%
ROIV vs DKS
+180.7%
+118.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.9% | +23.6% | +19.7% |
| 7D | +20.2% | -0.4% | +20.6% | +20.0% |
| 30D | +14.1% | -36.6% | +50.8% | +23.3% |
| 3M | +45.6% | -37.6% | +83.2% | +57.4% |
| 6M | +44.1% | -32.1% | +76.2% | +52.4% |
| YTD | +91.2% | -32.3% | +123.5% | +101.7% |
| 1Y | +221.3% | -39.5% | +260.8% | +246.3% |
| 3Y | +229.2% | +27.7% | +201.5% | +182.0% |
| 5Y | +316.5% | +15.0% | +301.4% | +236.8% |
| All | +298.8% | +180.7% | +118.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling