+263.2%
ROIV vs DGX
+96.8%
+166.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +22.3% | -2.2% | +24.5% | +23.0% |
| 30D | +16.9% | -0.9% | +17.8% | +17.1% |
| 3M | +43.9% | +15.6% | +28.3% | +38.1% |
| 6M | +41.6% | +17.8% | +23.8% | +35.0% |
| YTD | +92.7% | +37.5% | +55.2% | +75.2% |
| 1Y | +210.2% | +31.2% | +179.0% | +184.9% |
| All | +263.2% | +96.8% | +166.5% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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