+160.9%
ACWI vs DBX
+15.6%
+145.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +2.7% | -6.3% | +9.0% | +4.0% |
| 30D | -2.6% | -5.9% | +3.3% | -1.5% |
| 3M | -3.2% | -0.4% | -2.8% | -3.6% |
| 6M | +1.9% | +29.8% | -28.0% | -4.7% |
| YTD | +11.3% | +20.5% | -9.2% | +5.2% |
| 1Y | +11.7% | +8.7% | +3.0% | +7.9% |
| 3Y | +74.4% | +25.9% | +48.5% | +58.7% |
| 5Y | +59.5% | +24.2% | +35.3% | +42.7% |
| All | +160.9% | +15.6% | +145.4% | +111.8% |
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