+291.1%
ROIV vs DBX
+59.5%
+231.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +6.0% |
| 7D | +13.3% | -8.6% | +21.9% | +15.5% |
| 30D | +14.8% | -5.2% | +19.9% | +15.9% |
| 3M | +11.9% | -6.4% | +18.3% | +12.9% |
| 6M | +42.4% | +12.7% | +29.7% | +36.0% |
| YTD | +87.4% | +17.2% | +70.2% | +75.9% |
| 1Y | +97.2% | +5.5% | +91.7% | +90.6% |
| 3Y | +375.7% | +24.1% | +351.6% | +317.9% |
| 5Y | +379.0% | +14.2% | +364.8% | +292.9% |
| All | +291.1% | +59.5% | +231.5% | +224.4% |
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