+267.6%
ROIV vs DOC
-9.8%
+277.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +5.2% |
| 7D | +3.0% | +8.7% | -5.7% | +0.7% |
| 30D | +6.8% | +7.6% | -0.8% | +4.7% |
| 3M | +10.5% | -5.3% | +15.8% | +12.0% |
| 6M | +34.8% | +27.6% | +7.2% | +24.8% |
| YTD | +76.2% | +32.4% | +43.8% | +61.0% |
| 1Y | +92.4% | +22.9% | +69.5% | +79.4% |
| 3Y | +312.0% | +43.1% | +268.9% | +266.4% |
| 5Y | +388.3% | -21.4% | +409.6% | +379.5% |
| All | +267.6% | -9.8% | +277.4% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling