+263.2%
ROIV vs DVA
+91.2%
+172.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | +22.3% | +2.0% | +20.3% | +22.2% |
| 30D | +16.9% | -0.4% | +17.2% | +16.8% |
| 3M | +43.9% | -7.7% | +51.6% | +44.1% |
| 6M | +41.6% | +20.0% | +21.6% | +40.2% |
| YTD | +92.7% | +61.1% | +31.6% | +85.8% |
| 1Y | +210.2% | +33.9% | +176.3% | +205.9% |
| All | +263.2% | +91.2% | +172.1% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling