+210.2%
ROIV vs DTE
+4.6%
+205.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +22.3% | 0.0% | +22.3% | +22.3% |
| 30D | +16.9% | -0.5% | +17.4% | +16.9% |
| 3M | +43.9% | -6.0% | +50.0% | +44.1% |
| 6M | +41.6% | -7.2% | +48.8% | +42.8% |
| YTD | +92.7% | +7.2% | +85.5% | +90.7% |
| 1Y | +210.2% | +4.1% | +206.1% | +224.1% |
| All | +210.2% | +4.6% | +205.5% | +224.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling