+337.3%
ROIV vs DBX
+33.4%
+303.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.2% | +6.5% |
| 7D | +5.3% | -4.4% | +9.7% | +5.8% |
| 30D | +11.9% | +4.8% | +7.1% | +11.3% |
| 3M | +10.7% | +0.3% | +10.4% | +10.5% |
| 6M | +34.9% | +40.4% | -5.5% | +27.2% |
| YTD | +79.2% | +24.7% | +54.5% | +72.1% |
| 1Y | +89.0% | +20.9% | +68.1% | +82.3% |
| 3Y | +337.3% | +34.5% | +302.8% | +282.8% |
| All | +337.3% | +33.4% | +303.9% | +282.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling