+94.6%
ROIV vs DLTR
+33.1%
+61.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | +14.3% | +5.0% | +9.2% | +13.4% |
| 30D | +16.2% | +18.7% | -2.5% | +13.3% |
| 3M | +15.1% | +8.9% | +6.3% | +13.0% |
| 6M | +44.2% | +49.4% | -5.2% | +29.5% |
| YTD | +89.8% | +14.5% | +75.3% | +83.3% |
| 1Y | +94.6% | +32.5% | +62.1% | +78.7% |
| All | +94.6% | +33.1% | +61.5% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling