+298.8%
ROIV vs DBX
+65.6%
+233.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.9% | +21.7% | +19.4% |
| 7D | +20.2% | -1.3% | +21.5% | +20.3% |
| 30D | +14.1% | -2.9% | +17.0% | +14.6% |
| 3M | +45.6% | +23.8% | +21.7% | +36.8% |
| 6M | +44.1% | +26.2% | +17.9% | +33.5% |
| YTD | +91.2% | +21.6% | +69.5% | +78.6% |
| 1Y | +221.3% | +11.4% | +209.9% | +206.4% |
| 3Y | +229.2% | +21.3% | +207.9% | +193.8% |
| 5Y | +316.5% | +6.7% | +309.8% | +239.1% |
| All | +298.8% | +65.6% | +233.3% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling