+302.0%
ROIV vs DLTR
+6.4%
+295.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.3% |
| 7D | +22.3% | -10.2% | +32.6% | +23.5% |
| 30D | +16.9% | -8.5% | +25.3% | +17.7% |
| 3M | +43.9% | +5.6% | +38.4% | +42.3% |
| 6M | +41.6% | +2.2% | +39.4% | +40.0% |
| YTD | +92.7% | -3.8% | +96.4% | +91.6% |
| 1Y | +210.2% | +22.9% | +187.2% | +200.7% |
| 3Y | +231.8% | +2.0% | +229.8% | +221.4% |
| 5Y | +319.8% | +29.8% | +290.0% | +329.0% |
| All | +302.0% | +6.4% | +295.6% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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