+402.8%
ADI vs DBX
+22.6%
+380.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.4% |
| 7D | +4.6% | +2.1% | +2.5% | +3.9% |
| 30D | -1.2% | +5.7% | -6.9% | -3.1% |
| 3M | -7.8% | +31.8% | -39.6% | -16.2% |
| 6M | +19.3% | +37.5% | -18.1% | +5.3% |
| YTD | +40.9% | +27.9% | +13.0% | +27.1% |
| 1Y | +54.5% | +15.0% | +39.5% | +43.8% |
| 3Y | +123.4% | +27.2% | +96.2% | +94.4% |
| 5Y | +142.3% | +12.8% | +129.5% | +113.4% |
| All | +402.8% | +22.6% | +380.1% | +267.7% |
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