+235.9%
ROIV vs DVA
+70.3%
+165.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +0.6% | +1.8% | -1.2% | +0.4% |
| 30D | +1.0% | -2.5% | +3.4% | +1.2% |
| 3M | +18.3% | -4.3% | +22.5% | +18.4% |
| 6M | +18.3% | +18.9% | -0.5% | +15.1% |
| YTD | +61.0% | +61.9% | -1.0% | +48.9% |
| 1Y | +177.9% | +35.7% | +142.2% | +164.2% |
| 3Y | +199.1% | +78.6% | +120.4% | +164.9% |
| 5Y | +250.7% | +39.2% | +211.5% | +199.6% |
| All | +235.9% | +70.3% | +165.6% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling