+296.1%
ROIV vs DTE
+60.3%
+235.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +14.3% | +3.5% | +10.8% | +13.5% |
| 30D | +16.2% | +9.5% | +6.7% | +14.2% |
| 3M | +15.1% | +2.5% | +12.6% | +14.6% |
| 6M | +44.2% | +0.6% | +43.7% | +43.8% |
| YTD | +89.8% | +10.5% | +79.3% | +85.3% |
| 1Y | +94.6% | +3.3% | +91.2% | +92.7% |
| 3Y | +367.5% | +56.3% | +311.3% | +331.7% |
| 5Y | +421.4% | +44.9% | +376.5% | +391.7% |
| All | +296.1% | +60.3% | +235.8% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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