+210.2%
ROIV vs DLTR
+19.6%
+190.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.3% |
| 7D | +22.3% | -10.2% | +32.6% | +23.7% |
| 30D | +16.9% | -8.5% | +25.3% | +17.7% |
| 3M | +43.9% | +5.6% | +38.4% | +39.9% |
| 6M | +41.6% | +2.2% | +39.4% | +38.9% |
| YTD | +92.7% | -3.8% | +96.4% | +91.1% |
| 1Y | +210.2% | +22.9% | +187.2% | +202.1% |
| All | +210.2% | +19.6% | +190.6% | +202.1% |
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