+389.2%
ROIV vs DGX
+90.8%
+298.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +1.7% | +1.6% | +0.1% | +1.1% |
| 30D | +17.6% | +11.2% | +6.4% | +13.1% |
| 3M | +9.0% | +10.4% | -1.4% | +4.9% |
| 6M | +35.3% | +37.1% | -1.8% | +19.2% |
| YTD | +82.2% | +52.1% | +30.1% | +52.8% |
| 1Y | +92.3% | +40.7% | +51.5% | +66.7% |
| 3Y | +336.8% | +107.6% | +229.2% | +203.7% |
| All | +389.2% | +90.8% | +298.4% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling