+302.4%
ROIV vs DTE
+61.1%
+241.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +9.5% | +1.6% | +7.9% | +9.1% |
| 30D | +21.0% | +9.1% | +11.9% | +19.0% |
| 3M | +18.7% | +2.4% | +16.3% | +18.2% |
| 6M | +44.5% | -0.2% | +44.7% | +44.4% |
| YTD | +92.9% | +11.0% | +81.8% | +88.1% |
| 1Y | +100.2% | +3.4% | +96.9% | +98.3% |
| 3Y | +375.0% | +57.1% | +318.0% | +338.2% |
| 5Y | +435.2% | +46.6% | +388.6% | +404.5% |
| All | +302.4% | +61.1% | +241.3% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling