+336.8%
ROIV vs DBX
+26.6%
+310.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +1.7% | -3.3% | +4.9% | +1.9% |
| 30D | +17.6% | -5.9% | +23.4% | +18.2% |
| 3M | +9.0% | -6.7% | +15.6% | +9.6% |
| 6M | +35.3% | +28.0% | +7.3% | +29.8% |
| YTD | +82.2% | +20.6% | +61.6% | +75.5% |
| 1Y | +92.3% | +10.3% | +82.0% | +88.0% |
| 3Y | +336.8% | +24.0% | +312.7% | +288.6% |
| All | +336.8% | +26.6% | +310.2% | +288.6% |
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