+94.6%
ROIV vs DVA
+47.6%
+47.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.1% |
| 7D | +14.3% | -1.6% | +15.9% | +14.1% |
| 30D | +16.2% | 0.0% | +16.2% | +16.2% |
| 3M | +15.1% | -2.4% | +17.5% | +15.0% |
| 6M | +44.2% | -9.8% | +54.0% | +43.6% |
| YTD | +89.8% | +57.8% | +32.0% | +102.5% |
| 1Y | +94.6% | +49.2% | +45.4% | +109.0% |
| All | +94.6% | +47.6% | +47.0% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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