+235.9%
ROIV vs DBX
+70.6%
+165.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | +0.6% | -2.4% | +3.1% | +1.2% |
| 30D | +1.0% | -0.5% | +1.4% | +0.9% |
| 3M | +18.3% | +28.1% | -9.8% | +10.4% |
| 6M | +18.3% | +33.1% | -14.8% | +8.2% |
| YTD | +61.0% | +25.3% | +35.7% | +49.5% |
| 1Y | +177.9% | +18.3% | +159.5% | +161.1% |
| 3Y | +199.1% | +25.0% | +174.0% | +165.3% |
| 5Y | +250.7% | +7.5% | +243.2% | +183.7% |
| All | +235.9% | +70.6% | +165.3% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling