+137.2%
A vs DBX
+22.6%
+114.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | -2.6% | +2.1% | -4.7% | -3.1% |
| 30D | -0.9% | +5.7% | -6.6% | -2.3% |
| 3M | +13.6% | +31.8% | -18.2% | +5.7% |
| 6M | +27.8% | +37.5% | -9.6% | +16.7% |
| YTD | +8.6% | +27.9% | -19.3% | +0.9% |
| 1Y | +16.9% | +15.0% | +1.8% | +11.1% |
| 3Y | +32.9% | +27.2% | +5.7% | +19.8% |
| 5Y | -14.1% | +12.8% | -26.9% | -22.4% |
| All | +137.2% | +22.6% | +114.5% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling