+235.9%
ROIV vs DOC
-8.6%
+244.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | +1.0% | -4.8% | +5.7% | +2.3% |
| 3M | +18.3% | +6.9% | +11.4% | +15.8% |
| 6M | +18.3% | +20.7% | -2.4% | +11.4% |
| YTD | +61.0% | +34.1% | +26.8% | +46.8% |
| 1Y | +177.9% | +22.6% | +155.2% | +159.5% |
| 3Y | +199.1% | +20.8% | +178.2% | +178.0% |
| 5Y | +250.7% | -24.9% | +275.6% | +244.7% |
| All | +235.9% | -8.6% | +244.4% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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