+389.2%
ROIV vs DTE
+46.4%
+342.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | +1.7% | +3.4% | -1.8% | +0.8% |
| 30D | +17.6% | +8.9% | +8.7% | +15.2% |
| 3M | +9.0% | +1.1% | +7.9% | +8.7% |
| 6M | +35.3% | +0.1% | +35.2% | +35.0% |
| YTD | +82.2% | +11.1% | +71.1% | +76.4% |
| 1Y | +92.3% | +4.9% | +87.3% | +89.1% |
| 3Y | +336.8% | +58.6% | +278.2% | +289.1% |
| All | +389.2% | +46.4% | +342.8% | +330.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling