+337.3%
ROIV vs DKS
+31.1%
+306.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.3% | +6.2% |
| 7D | +5.3% | -2.1% | +7.4% | +5.6% |
| 30D | +11.9% | +7.3% | +4.5% | +10.9% |
| 3M | +10.7% | -28.4% | +39.1% | +14.9% |
| 6M | +34.9% | -36.9% | +71.8% | +42.6% |
| YTD | +79.2% | -27.3% | +106.5% | +84.2% |
| 1Y | +89.0% | -33.2% | +122.2% | +97.0% |
| 3Y | +337.3% | +32.2% | +305.2% | +272.7% |
| All | +337.3% | +31.1% | +306.2% | +272.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling