+250.4%
ROIV vs DRI
+72.9%
+177.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +0.6% | +0.6% | +0.1% | +0.4% |
| 30D | +1.0% | +3.8% | -2.9% | -0.6% |
| 3M | +18.3% | +13.0% | +5.3% | +12.8% |
| 6M | +18.3% | +8.3% | +10.0% | +14.3% |
| YTD | +61.0% | +20.6% | +40.3% | +48.8% |
| 1Y | +177.9% | +6.5% | +171.4% | +168.2% |
| 3Y | +199.1% | +53.7% | +145.3% | +143.4% |
| All | +250.4% | +72.9% | +177.5% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling