+168.6%
ACWI vs DBX
+16.6%
+152.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | -0.2% | -2.9% | +2.7% | +0.3% |
| 3M | +4.7% | +23.8% | -19.2% | -0.5% |
| 6M | +14.5% | +26.2% | -11.7% | +7.6% |
| YTD | +14.6% | +21.6% | -7.0% | +8.5% |
| 1Y | +21.4% | +11.4% | +10.0% | +16.8% |
| 3Y | +77.6% | +21.3% | +56.3% | +63.7% |
| 5Y | +68.1% | +6.7% | +61.4% | +55.2% |
| All | +168.6% | +16.6% | +152.0% | +118.4% |
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