+280.1%
ROIV vs DKS
+220.5%
+59.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.7% |
| 7D | +1.7% | +6.3% | -4.6% | +0.5% |
| 30D | +17.6% | +9.3% | +8.3% | +15.5% |
| 3M | +9.0% | -25.3% | +34.2% | +13.7% |
| 6M | +35.3% | -29.2% | +64.5% | +42.3% |
| YTD | +82.2% | -22.7% | +104.9% | +87.0% |
| 1Y | +92.3% | -30.1% | +122.4% | +101.5% |
| 3Y | +336.8% | +45.6% | +291.2% | +264.2% |
| 5Y | +370.6% | +28.5% | +342.1% | +270.4% |
| All | +280.1% | +220.5% | +59.6% | +186.3% |
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