+362.4%
ROIV vs DRI
+68.4%
+294.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +9.5% | -0.7% | +10.2% | +9.6% |
| 30D | +21.0% | +14.7% | +6.3% | +18.5% |
| 3M | +18.7% | +5.4% | +13.3% | +17.6% |
| 6M | +44.5% | +18.8% | +25.7% | +39.5% |
| YTD | +92.9% | +28.4% | +64.5% | +82.5% |
| 1Y | +100.2% | +37.7% | +62.6% | +86.4% |
| All | +362.4% | +68.4% | +294.1% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling