+336.8%
ROIV vs DGX
+106.7%
+230.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | +17.6% | +11.2% | +6.4% | +14.9% |
| 3M | +9.0% | +10.4% | -1.4% | +6.5% |
| 6M | +35.3% | +37.1% | -1.8% | +25.6% |
| YTD | +82.2% | +52.1% | +30.1% | +64.4% |
| 1Y | +92.3% | +40.7% | +51.5% | +76.9% |
| 3Y | +336.8% | +107.6% | +229.2% | +245.1% |
| All | +336.8% | +106.7% | +230.1% | +245.1% |
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