+273.8%
ROIV vs DRI
+145.4%
+128.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.4% |
| 7D | +5.3% | +2.8% | +2.5% | +4.6% |
| 30D | +11.9% | +13.3% | -1.4% | +8.3% |
| 3M | +10.7% | +8.2% | +2.5% | +8.0% |
| 6M | +34.9% | +17.5% | +17.4% | +28.2% |
| YTD | +79.2% | +26.9% | +52.3% | +65.5% |
| 1Y | +89.0% | +31.6% | +57.4% | +72.5% |
| 3Y | +337.3% | +67.0% | +270.4% | +263.7% |
| 5Y | +402.3% | +72.9% | +329.4% | +287.1% |
| All | +273.8% | +145.4% | +128.5% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling