+316.5%
ROIV vs DTE
+35.6%
+280.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.9% | +17.9% | +18.6% |
| 7D | +20.2% | +0.9% | +19.3% | +20.0% |
| 30D | +14.1% | -1.9% | +16.0% | +14.6% |
| 3M | +45.6% | -3.3% | +48.9% | +46.5% |
| 6M | +44.1% | -7.1% | +51.2% | +46.2% |
| YTD | +91.2% | +8.1% | +83.0% | +86.8% |
| 1Y | +221.3% | +5.3% | +216.0% | +216.0% |
| 3Y | +229.2% | +48.2% | +181.0% | +200.2% |
| 5Y | +316.5% | +33.2% | +283.2% | +241.9% |
| All | +316.5% | +35.6% | +280.8% | +241.9% |
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