+181.2%
A vs DBX
+15.6%
+165.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -3.3% | +2.8% | +0.2% |
| 30D | 0.0% | -5.9% | +5.8% | +1.2% |
| 3M | +16.7% | -6.7% | +23.4% | +17.9% |
| 6M | +54.8% | +28.0% | +26.9% | +44.0% |
| YTD | +28.8% | +20.6% | +8.2% | +20.7% |
| 1Y | +19.3% | +10.3% | +9.0% | +14.2% |
| 3Y | +65.5% | +24.0% | +41.5% | +49.3% |
| 5Y | +12.1% | +24.2% | -12.2% | -1.2% |
| All | +181.2% | +15.6% | +165.6% | +122.6% |
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